Now showing items 21-22 of 22

    • What is the optimal weight for gold in a portfolio? 

      Vigne, Samuel; Lucey, Brian; Sevic, Aleksandar (2021)
      We show that the statistical properties of gold are negatively correlated with equities and that including gold in a portfolio will provide diversification benefits. As there is no consensus on the proportion of gold that ...
    • Why Stay-at-Home Investing Makes Sense 

      O'Hagan Luff, Martha; Berrill, Jenny (2015)
      Despite the benefits of international diversification, investors continue to display a preference for home-based investments. Given this preference, we investigate whether it is possible to mimic the benefits of international ...