Sentences with phrase «equity home bias»

Not exact matches

Though currently bank equity investors are cheering the steepening of yield curves, meanwhile, the 2003 Japan episode should fix regulators» attention on the growing home - bias in government bonds.

It demonstrates that a global equity framework can provide diversification and higher long - term risk - adjusted returns for investors from high growth countries who often hold home - biased equity portfolios that can have high concentration risk.

Two important questions remain, what percentage should I allocate to international equities, and what degree of home bias makes sense?

He has been wrong on many of the issues on which he has opined, not least his speech on home bias and his pleadings for U.S. homeowners to refinance their mortgages and use home equity as a piggy bank.

There may be a bit of home - country bias in the advice about holding a third of your equity portfolio in Canadian stocks.

Canadians who have been wise enough to shrug off the home - country bias and invest in U.S. equities in recent years have reason to celebrate.

It emphasizes foreign equity exposure, observing that, at 57 per cent domestic exposure, Canadians are behind only Australians in having the worst level of home country bias in their portfolios — despite the fact Canada makes up only about 3.5 per cent of global stock market capitalization.

Two important questions remain, what percentage should I allocate to international equities, and what degree of home bias makes sense?

Of course, I've written about home bias before, but that was in relation to equities: I beg your indulgence as I take another brief look from a currency perspective.

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First, investors exhibit a pronounced «home bias» French and Poterba (1991) report that investors in the USA, Japan and the UK allocate 94 %, 98 %, and 82 % of their overall equity investment, respectively, to domestic equities explain this fact on rational grounds [Lewis (1999)-RSB- Indeed, normative portfolio choice models that take human capital into account typically advise investors to short their national stock market, because of its high correlation with their human capital [Baxter and Jermann (1997)-RSB-.

There's other benefits: I'm squeezing more investment themes / asset classes into my portfolio — so I end up with far less room for individual holdings, vs. investors who focus exclusively on (regular) equities (& possibly suffer from home bias).

I am well aware that I have very little control over the equities market and thus I am very careful to diversify globally and not be caught out with home country bias.

«Home country bias is a common problem with investors,» says DeGoey, who recommends Jeff lower his Canadian equity holdings to 18 % from 41 %.

Home country bias or no, Canadian equities remain the core asset class for domestic investors, in both registered plans and taxable ones.

The sampled portfolios are equity - intensive (58 % in stocks and 36 % in funds) and home - biased (70 % of equities are German), supporting use of German equity market risk factors in assessing alpha.