Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches

Keyphrases

• Global Market 100%
• Portfolio Diversification 100%
• Asymmetric Interaction 100%
• Budget Share 100%
• Portfolio Diversification Benefits 100%
• Politicians 50%
• Design Methodology 50%
• Financial Policy 50%
• Optimization Problem 50%
• Portfolio Optimization 50%
• Hatemi-J 50%
• Asymmetric Causality Test 50%
• Minimizing Risk 50%
• Financial Institutions 50%
• Optimization Approach 50%
• Risk-adjusted Returns 50%
• Diversification Benefits 50%
• Optimal Budget 50%
• Markowitz 50%
• Oil Effect 50%
• Portfolio Approach 50%
• Markowitz Portfolio 50%

Economics, Econometrics and Finance

• Portfolio Diversification 100%
• Investors 33%
• Portfolio Selection 33%
• Financial Policy 33%
• Financial Institution 33%

Social Sciences

• Fresh Market 100%