Diversification is one of the major components of investment decision-making under risk or
uncertainty. However, paradoxically, as the 2007–2009 financial crisis revealed, the concept …

Purpose This study aims to investigate the behavioural factors that affect individual
investment decisions among Generation Y in Malaysia. Design/methodology/approach Five …

Diversification is famously referred to as the only “free lunch” in investing, but it has been
under assault since the 2007–2009 global financial crisis, when virtually all longonly asset …

One of the most vexing problems in investment management is that diversification seems to
disappear when investors need it the most. We surmise that many investors still do not fully …

The objective of this paper is to investigate the notion of “doing well while doing good”
through examining the performance of Islamic, sustainability, and Islamic sustainability …

We use returns across 13 African stock markets to perform factor-spanning tests.
Contradicting US-based results, HML is not redundant in the five-factor model, UMD …

This article addresses the issue of the alleged superiority of risk-factor-based asset
allocations over the more traditional asset-class-based asset allocation. The authors used …

This study investigates both conventional and Islamic investors' problems as to whether the
inclusion of Islamic and conventional asset classes may expand the frontier of their …

This article extends Fama and French (FF) models of observed factors by introducing latent
factors (LFs) to further extract information from FF residual returns. A diagonally dominant …

Beyond Risk Parity Page 1 Beyond Risk Parity Vineer Bhansali, Ph.D.* Spring 2011 Abstract
Risk parity is an approach to portfolio construction that focuses on the balance of risks within a …