The volatility effect revisited
High-risk stocks do not have higher returns than low-risk stocks in all major stock markets.
This article provides a comprehensive overview of this low-risk effect, from the earliest asset …
This article provides a comprehensive overview of this low-risk effect, from the earliest asset …
Emerging Market Bonds: Expected Returns and Currency Impact.
GS Konstantinov - Journal of Portfolio Management, 2022 - search.ebscohost.com
Optimizing in local currency or in currency-adjusted expected returns depends on the
portfolio base currency. Currency unhedged portfolios are more suitable for EUR-based …
portfolio base currency. Currency unhedged portfolios are more suitable for EUR-based …