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(Elsevier, 2006-02)We examine the performance and diversification potential of 332 funds of hedge funds (FOHFs) for the period from January 1990 to May 2003. Consistent with prior studies, we find that FOHFs appear to underperform the hedge ...
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(University College Dublin. Geary Institute, 2009-08)We show that the stylized facts of the Firm Size Distribution (FSD) by age cohorts, as shown in Cabral and Mata (2003), bind within 4-digit manufacturing industries in the UK and Belgium. As in Klepper and Thompson (2006) ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)We examine the performance and diversification potential of 332 funds of hedge funds (FOHFs) for the period from January 1990 to May 2003. Consistent with prior studies, we find that FOHFs appear to underperform the hedge ...
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(University College Dublin. School of Economics, 2003-02)Geographical diversification describes the degree to which a firm’s operations in a particular industry are dispersed across countries. This paper presents evidence on the geographical diversification within the EU of the ...
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(Elsevier Science B.V., 1995-06)This paper uses data from the Survey of Consumer Finances to assess how well mean-variance efficiency describes the portfolio diversification of US households. It does not seem to work well. The median stockholder owns a ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007)This paper investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries, Europe and the US using the asymmetric dynamic conditional correlation GARCH model (AG-DCC-GARCH) introduced by Cappiello, ...
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(Butterworth-Heinemann, 2006)
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(UCD Geary Institute, 2012-07)Geographic diversification is fundamental to risk mitigation among investors and insurers of housing, mortgages, and mortgage-related derivatives. To characterize diversification potential, we provide estimates of integration, ...
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(Irish Bankers' Federation, 2004)This paper assesses the viability of the Irish Stock Exchange. Overall the prognosis is positive with a few notable exceptions. On the downside some trading characteristics including thin trading and an uncompetitive ...
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(University College Dublin. Institute for British-Irish Studies, 2003)This paper explores the challenges posed by the ethnic diversification of contemporary Irish society for conventional understandings of and responses to issues of religion, community and politics. It argues that the ...