Many papers in recent years have examined the benefits of adding alternative assets to
traditional portfolios containing stocks and bonds. Bitcoin has emerged as a new alternative …

We examine the diversification benefits of cryptocurrency asset categories. To mitigate the
effects of estimation risk, we employ the Bayes-Stein model with no short-selling and …

The emergence of new asset classes offers avenues to international investment community
however understanding relationship between any two assets in a single portfolio is …

In this article, the authors investigate the role of real estate in a mixed-asset portfolio for
various investment horizons and notably extend the literature by considering together direct …

Alternative assets have become as important as equities and fixed income in the portfolios of
major investors, and so their diversification properties are also important. However, adding …

We examine intraday time series momentum (ITSM) in an international setting by employing
high-frequency data of 16 developed markets. We show that ITSM is economically sizable …

A multi-factor commodity portfolio combining the momentum, basis, basis-momentum,
hedging pressure and value commodity factor portfolios outperforms significantly …

This study is designed to provide strategic inspiration in multinational institutions' investment
behavior in Cambodia. Most factors affecting the investment decisions of South Korean and …

Purpose This paper aims to analyze the characteristics of stochastic volatility processes in
globally listed private equity (LPE) markets, which are represented by nine global, regional …

The literature on investment horizon is reviewed in order to enhance the understanding of
potential influences on long-term investing by institutional investors. Investment horizon …