Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "10125"
#_source: array:26 [
"id" => "10125"
"slug" => "geographical-versus-industrial-diversification-constraints-matter"
"yearMonth" => "2006-01"
"year" => "2006"
"title" => "Geographical versus Industrial Diversification: constraints matter"
"description" => "RAMOS, S. et EHLING, P. (2006). Geographical versus Industrial Diversification: constraints matter. <i>Journal of Empirical Finance</i>, 4(5), pp. 396-416.
RAMOS, S. et EHLING, P. (2006). Geographical versus Industrial Diversification: constraints matter.
"
"authors" => array:2 [
0 => array:3 [
"name" => "RAMOS Sofia"
"bid" => "B00683001"
"slug" => "ramos-sofia"
]
1 => array:1 [
"name" => "EHLING Paul"
]
]
"ouvrage" => ""
"keywords" => array:5 [
0 => "Block-bootstrap tests"
1 => "Diversification gains"
2 => "EMU"
3 => "Geographic diversification"
4 => "Industry diversification"
]
"updatedAt" => "2021-07-13 14:31:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "396-416"
"volume" => "4"
"number" => "5"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => """
This research addresseswhether geographic diversification provides benefits over industry diversification in\n
This research addresseswhether geographic diversification provides benefits over industry diversific
the Eurozone. Our contribution is to show that in the absence of constraints, no empirical evidence is found to\n
the Eurozone. Our contribution is to show that in the absence of constraints, no empirical evidence
support the argument that geographic diversification dominates industry diversification, except in the euro\n
support the argument that geographic diversification dominates industry diversification, except in t
subperiod. With short-selling constraints, however, the tangency portfolio of geographic diversification is not\n
subperiod. With short-selling constraints, however, the tangency portfolio of geographic diversifica
attainable by industry diversification. In out-of-sample geographic minimum variance portfolios outperform\n
attainable by industry diversification. In out-of-sample geographic minimum variance portfolios outp
industry portfolios in economic terms, although we cannot establish statistical significance.
"""
"en" => """
This research addresseswhether geographic diversification provides benefits over industry diversification in\n
This research addresseswhether geographic diversification provides benefits over industry diversific
the Eurozone. Our contribution is to show that in the absence of constraints, no empirical evidence is found to\n
the Eurozone. Our contribution is to show that in the absence of constraints, no empirical evidence
support the argument that geographic diversification dominates industry diversification, except in the euro\n
support the argument that geographic diversification dominates industry diversification, except in t
subperiod. With short-selling constraints, however, the tangency portfolio of geographic diversification is not\n
subperiod. With short-selling constraints, however, the tangency portfolio of geographic diversifica
attainable by industry diversification. In out-of-sample geographic minimum variance portfolios outperform\n
attainable by industry diversification. In out-of-sample geographic minimum variance portfolios outp
industry portfolios in economic terms, although we cannot establish statistical significance.
"""
]
"authors_fields" => array:2 [
"fr" => "Finance"
"en" => "Finance"
]
"indexedAt" => "2025-02-23T11:21:44.000Z"
"docTitle" => "Geographical versus Industrial Diversification: constraints matter"
"docSurtitle" => "Articles"
"authorNames" => "<a href="/cv/ramos-sofia">RAMOS Sofia</a>, EHLING Paul"
"docDescription" => "<span class="document-property-authors">RAMOS Sofia, EHLING Paul</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2006</span>
<span class="document-property-authors">RAMOS Sofia, EHLING Paul</span><br><span class="document-pro
"
"keywordList" => "<a href="#">Block-bootstrap tests</a>, <a href="#">Diversification gains</a>, <a href="#">EMU</a>, <a href="#">Geographic diversification</a>, <a href="#">Industry diversification</a>
<a href="#">Block-bootstrap tests</a>, <a href="#">Diversification gains</a>, <a href="#">EMU</a>, <
"
"docPreview" => "<b>Geographical versus Industrial Diversification: constraints matter</b><br><span>2006-01 | Articles </span>
<b>Geographical versus Industrial Diversification: constraints matter</b><br><span>2006-01 | Article
"
"docType" => "research"
"publicationLink" => "<a href="#" target="_blank">Geographical versus Industrial Diversification: constraints matter</a>"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.958111
+"parent": null
}