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Michael D. Mattei
After diversification, periodic portfolio rebalancing has become one of the most widely practiced methods for reducing portfolio risk and enhancing returns. Most of the rebalancing strategies found in the literature are generally regarded as contrarian a...
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Adriaan E. Pask,Johan Marx
AbstractOrientation: National Treasury acknowledges that 90% of all South African retirees will not have adequate financial resources in order to sustain themselves.Research purpose: This study aimed to address the retirement income shortfall by assessin...
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Issa Hijazeen,Ali Al-Assaf
Pág. 14 - 24
The study has investigated the main determinants of dollarization on the assets side and the liability side and financial dollarization using different measures. Following (Mogardini & Mueller, 1999), the econometric results indicated that interest rate ...
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Bruno Ferman,Maurício Silveira Lersch,Claudia Emiko Yoshinaga
Pág. 7 - 24
This article analyzes the portfolio allocation of investors in their employer's shares in order to verify whether it exists a version of home bias. Our sample comprises investors of a Brazilian broker. The proportion of allocation on the shares of their ...
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Mariem Talbi,Adel Boubaker,Saber Sebai
Pág. 387 - 407
The paper aims to test the existence of financial contagion between foreign stock markets of several emerging and developed countries during the U.S subprime crisis. It empirically attests for contagion through a DCC MGARCH (1.1) and an adjuste...
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