Advanced search
Showing result 1 - 5 of 80 essays matching the above criteria.
-
1. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold
University essay from Göteborgs universitet/Graduate SchoolAbstract : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. READ MORE
-
2. Portfolio Strategies Under Different Inflationary Regimes
University essay from KTH/Matematik (Avd.)Abstract : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. READ MORE
-
3. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon
University essay from Jönköping University/Internationella HandelshögskolanAbstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE
-
4. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU
University essay from Umeå universitet/FöretagsekonomiAbstract : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. READ MORE
-
5. In the Core of the Storm: Revisiting Inflation Hedging Properties Within and Across Asset Classes
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The recent surge in inflation has reignited discussions on hedging inflation risks, forming the focal point of this study. In our paper we consider conventional asset classes from 1968 to 2023 as well as alternative assets from 2020 to 2023 and find that no asset class provides a statistically significant hedge against core inflation shocks, while commodities and currencies can hedge headline and energy inflation risk. READ MORE