Diversification versus optimality : is there really a diversification puzzle?
Sergio Ortobelli Lozza, Wing-Keung Wong, Frank J. Fabozzi and Martin Egozcue
| Year of publication: |
2018
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|---|---|
| Authors: | Ortobelli Lozza, Sergio ; Wong, Wing Keung ; Fabozzi, Frank J. ; Egozcue, Martin |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 43, p. 4671-4693
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| Subject: | compensatory risk premium | Diversification puzzle | risk-averse investors | risk-seeking investors | stochastic dominance | utility functions | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Nutzenfunktion | Utility function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1459037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012061607