... that including a mix of traditional, green and stable cryptocurrencies can improve portfolio diversification and mitigate risks associated with interest rate and inflation fluctuations. Social implications This research can provide valuable insights for investors and policymakers, helping them to better...

..., UCRPO and ICEA). Findings The authors find that bond markets are neither hedge nor safe havens except for SKUK which is a safe haven investment for cryptocurrency indices and offers substantial diversification during the periods of economic fragility. In addition, the hedge effectiveness of SPGB...

...Pedro E. Cadenas; Henryk Gzyl; Hyun Woong Park Purpose This paper aims to illustrate, within the context of a well-known linear diversification model, that risk management as exerted by banks and regulators ultimately depends on how risk is assessed and conceptualized. The two risk metrics used...

.... The authors consider the point of view of an American investor and use risk, diversification and performance measures. Design/methodology/approach The authors combine two methodologies as follows: wavelets and copulas. The authors use daily, weekly and monthly equity factor returns to calibrate wavelets...

... into account the huge potential for portfolio diversification with bitcoins. Being highly uncorrelated with most existing assets, most of the bitcoin variability can be diversified away, which strengthens its performance. Based on this important aspect, and on the premise that bitcoin has the nature...

... diversification. Design/methodology/approach The sample consisted of the entire population of authorized general insurance companies operating during the period from 2006 to 2009 in Malaysia. A total of 94 observations were analysed. All the data used were sourced from the Malaysian Central Bank's (BNM...

...Michael R. Powers Purpose The purpose of this paper is to explore the roles of diversification, hedging, and a third risk‐reduction process – “pacification” – in risk finance. Design/methodology/approach After briefly reviewing the concepts of diversification and hedging, a simple mathematical...