While many bitcoin investors look for the asset to behave as a safe haven, bitcoin typically has ultimately acted as the riskiest of all risk allocations. The below is an excerpt from a recent edition ...

Correlation of assets measures how an asset class moves in comparison to another asset class. When two assets move in the same direction together, they are considered to be highly correlated. When ...

Our results indicate inflation is a strong driver of the higher correlation in asset returns, even if the relationship is non-linear, with the non-linearity evident when inflation moves above Fed ...

Fidelity’s report claiming Bitcoin as a non-correlated asset draws discussions, as not all agree with the assessment. A recent report from institutional crypto firm Fidelity Digital Assets concluded ...

Portfolio diversification is an important part of investment strategies and one of the cornerstones of Modern Portfolio Theory. The recent financial crisis and global recession put most common ...

Understanding the correlation between various asset classes is crucial for investors aiming to build a diversified investment portfolio. Correlation measures the statistical relationship between the ...

In this paper we develop a passive strategy to improve index investing, which we call the correlation diversified portfolio strategy. The proposed method adjusts the weight vector of the original ...

Low correlation assets should be a prime consideration when building an equity portfolio. Most diversifying equity asset classes are highly correlated to the U.S. stock market. Which low correlation ...

Gold remains one of the most powerful commodities in the global financial architecture. It is widely recognized that, for traders in Nigeria, specifically, currency pressures, inflation expectations, ...