Verfügbarkeit: Portfolio Diversification, Leverage, and Financial Contagion

Portfolio Diversification, Leverage, and Financial Contagion:

Models of "contagion" rely on market imperfections to explain why adverse shocks in one asset market might be associated with asset sales in many unrelated markets. This paper demonstrates that contagion can be explained with basic portfolio theory without recourse to market imperfections....

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1. Verfasser:	Smith, T. Todd (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1999
Schriftenreihe:	IMF Working Papers Working Paper No. 99/136
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Models of "contagion" rely on market imperfections to explain why adverse shocks in one asset market might be associated with asset sales in many unrelated markets. This paper demonstrates that contagion can be explained with basic portfolio theory without recourse to market imperfections. It also demonstrates that "Value-at-Risk" portfolio management rules do not have significantly different consequences for portfolio rebalancing and contagion than other rules. The paper's main conclusion is that portfolio diversification and leverage may be sufficient to explain why investors would find it optimal to sell many higher-risk assets when a shock to one asset occurs
Beschreibung:	1 Online-Ressource (38 p)
ISBN:	1451855796 9781451855791

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spelling	Smith, T. Todd Verfasser aut Portfolio Diversification, Leverage, and Financial Contagion Smith, T. Todd Washington, D.C International Monetary Fund 1999 1 Online-Ressource (38 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 99/136 Models of "contagion" rely on market imperfections to explain why adverse shocks in one asset market might be associated with asset sales in many unrelated markets. This paper demonstrates that contagion can be explained with basic portfolio theory without recourse to market imperfections. It also demonstrates that "Value-at-Risk" portfolio management rules do not have significantly different consequences for portfolio rebalancing and contagion than other rules. The paper's main conclusion is that portfolio diversification and leverage may be sufficient to explain why investors would find it optimal to sell many higher-risk assets when a shock to one asset occurs Online-Ausg Schinasi, Garry J. Sonstige oth http://elibrary.imf.org/view/IMF001/05325-9781451855791/05325-9781451855791/05325-9781451855791.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Smith, T. Todd Portfolio Diversification, Leverage, and Financial Contagion
title	Portfolio Diversification, Leverage, and Financial Contagion
title_auth	Portfolio Diversification, Leverage, and Financial Contagion
title_exact_search	Portfolio Diversification, Leverage, and Financial Contagion
title_exact_search_txtP	Portfolio Diversification, Leverage, and Financial Contagion
title_full	Portfolio Diversification, Leverage, and Financial Contagion Smith, T. Todd
title_fullStr	Portfolio Diversification, Leverage, and Financial Contagion Smith, T. Todd
title_full_unstemmed	Portfolio Diversification, Leverage, and Financial Contagion Smith, T. Todd
title_short	Portfolio Diversification, Leverage, and Financial Contagion
title_sort	portfolio diversification leverage and financial contagion
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