Discussion
Article Abstract:
A response to Yacine Ait-Sahalia and Michael R. Brandt's 'Variable selection for portfolio choice' is presented. Ait-Sahalia and Brandt devised a formula by which academics can provide realistic advice predicated upon allowing the investor to chose the linear combination of variables for their portfolio.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
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Contagion as a wealth effect
Article Abstract:
Research into financial contagion wherein convergence traders cut their losses by liquidating their portfolios is presented. Research results indicate that contagion negates the benefits of portfolio diversification.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
Securities industry
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
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Subjects list: Research, United States, Stock-exchange, Stock exchanges, Portfolio management, Economics, Investments, Finance
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