Results 221 to 230 of about 836,525 (259)

Portfolio Diversification Policies: Alternative Asset Classes

2016
Alternative investments have been subject for debate for a long time, both in scientific literature and in practice, from two points of view: on the one hand, from the defining perspective, which is aimed to determine what is understood as an alternative investment; on the other hand, from the management perspective, based on defining rationally which ...
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Cryptocurrencies as an Alternative Asset Class

2018
JUNIOR MANAGEMENT SCIENCE, Bd. 3 Nr. 4 (2018)
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An Alternative Way of Estimating Asset Values and Asset Value Correlations

The Journal of Fixed Income, 2011
In this article, the author suggests a new way of modeling the dynamics of a firm’s asset value and discusses how it could be useful in the computation of asset value correlations in multivariate credit risk models. The method relies on credit spreads from the credit default swap market, and by combining these spreads with stock prices and leverage ...
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Asset-Pricing Tests Under Alternative Distributions

The Journal of Finance, 1993
Given the normality assumption, the author rejects the mean-variance efficiency of the Center for Research in Security Prices value-weighted stock index for three of the six consecutive ten-year subperiods from 1926 to 1986. However, the normality assumption is strongly rejected by the data. Under plausible alternative distributional assumptions of the
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Asset Allocation Effects of Adjusting Alternative Assets for Stale Pricing

The Journal of Alternative Investments, 2003
As institutional interest in alternative asset classes such as private equity and hedge funds has grown, plan sponsors are confronted with difficulties applying traditional asset allocation models. Estimating the risk and correlation parameters of these asset classes is often less than straightforward.
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The investment behaviour of pension funds in alternative assets: Interest rates and portfolio diversification

International Journal of Finance and Economics, 2021
Laurens Defau, Lieven De Moor
exaly  

Alternative assets

2023
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Alternative assets

2019
Brian O’Loughlin, Frank O’Brien
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Are there any other safe haven assets? Evidence for “exotic” and alternative assets

International Review of Economics and Finance, 2020
Dimitrios Dimitriou, Dimitris Kenourgios, Theodore Simos   +2 more
exaly  

Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics

Annals of Operations Research, 2022
Benoit Faye, Eric Le Fur, Stephanie Prat   +2 more
exaly