Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
Year of publication: |
2013-11-20
|
---|---|
Authors: | Alexeev, Vitali ; Tapon, Francis |
Institutions: | School of Economics and Finance, Tasmanian School of Business and Economics |
Subject: | Portfolio diversification | international investing | heavy tailed risk | expected shortfall | time series standard deviation | terminal wealth standard deviation |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Published by the University of Tasmania. Discussion paper series N 2013-16 Number 2013-16 42 pages |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; C63 - Computational Techniques |
Source: |
-
How many stocks are enough for diversifying Canadian institutional portfolios?
Alexeev, Vitali, (2014)
-
Why don’t Latvian pension funds diversify more internationally?
Swinkels, Laurens A. P., (2005)
-
Equity Portfolio Diversification With High Frequency Data
Alexeev, Vitali, (2019)
- More ...
-
What Australian investors need to know to diversity their portfolios
Alexeev, Vitali, (2013)
-
Exchange Rate Risk Exposure and the Value of European Firms
Parlapiano, Fabio, (2012)
-
Equity portfolio diversification with high frequency data
Alexeev, Vitali, (2013)
- More ...