1 - 5 of 5 articles
Tracking the changes in the ownership base of Nokia Corporation in 1993–2013, we find that Finnish investors, on average, tended to be contrarians and, as a result, were able to benefit at the expense of the foreign investors in the long run. In total, Finnish investors gained €39 billion at the...
In this article we study the portfolio selection problem in the presence of systemic risk. We propose reward-risk measures that account for systemic risk and provide a methodology to generate realistic return scenarios. The methodology involves first analyzing the empirical behavior of several...
The use of portfolio rebalancing as a profitable strategy (or ‘volatility harvesting’) is a hot topic. Indeed, it is interesting to know what the impact of periodic rebalancing is on the growth rate of a portfolio. Unfortunately, the terminology used in the literature is confusing. Terms such as...
From an international perspective, we find strong evidence that green investments are significantly different from SRI investments in terms of financial performance and underlying firm characteristics. Green equities outperformed SRI equities between 2003 and 2007, whereas they underperformed...
We examine how investment advisors guide the decision-making process of mutual fund investor clienteles by comparing the flow-performance sensitivity of no-load funds and the three main classes of load fund shares, conditional on the state of the market and on fund-specific non-linear and...
Read and print from thousands of top scholarly journals.
Continue with Facebook
Log in with Microsoft
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.