Socially responsible investment has acquired a global dimension beyond moral values,
which includes sustainability, risk management, and corporate social responsibility as the …

This paper applies the mean-variance portfolio optimization (PO) approach and the
stochastic dominance (SD) test to examine preferences for international diversification …

This paper extends the work of Markowitz (1952), Korkie and Turtle (2002) and others by first
proving that the traditional estimate for the optimal return of self-financing portfolios always …

This article investigates the comparative performance of International Islamic and
conventional portfolio diversification across different financial market regimes and provides …

Stochastic dominance has been shown to be theoretically superior to mean variance (MV)
analysis because it considers the entire return distribution and is based on minimally …

We examine the impact of corporate diversification on firm risk exposure from 1998 to 2016.
We find that both global and industrial diversification mitigate idiosyncratic and world market …

Using both mean–variance portfolio optimization (MVPO) and stochastic dominance (SD)
approaches, this paper investigates whether international diversification and home bias …

Purpose–This paper seeks to examine the benefits of further diversifying a global portfolio of
financial assets with New Zealand farm real estate (FRE). Design/methodology/approach …

During the last decades, the financial markets volatility concept attracted the attention of the
theorists and the experts in the field of finance, especially for the internationally diversified …

In integrated capital markets, assets are priced according to a common set of risks. By
contrast, prices reflect country-specific factors in segmented markets. 2. Capital market …