Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Abstract
Investments in real assets are appreciated to enhance the risk–return profile of investment portfolios. In this article, the authors investigate the diversification contribution of diamonds to a portfolio of financial assets, using data from 2002 to 2012, on behalf of the European investor. Applying Markowitz’s model, they compare diamonds with Italian real estate and also with German real estate, investigating under which circumstances diamonds enhance the diversification effect. In particular, they assess the influence of the 2008 financial crisis on the diversification effect provided by diamonds.
TOPICS: Other real assets, portfolio construction, developed
- © 2015 Pageant Media Ltd
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Log in using your username and password
In this issue
Jump to section
Similar Articles
Cited By...
- No citing articles found.