The Evolutionary Virtue of Diversification

This note shows that an investor who does not hold positive amounts of all available assets is eventually overtaken by a completely diversified rival investor.

Year of publication:	2004-06-01
Authors:	Schenk-Hoppé, Klaus Reiner
Institutions:	Institut für Schweizerisches Bankwesen <Zürich>
Subject:	Takeover \| Portfoliomanagement \| portfolio management \| Diversifikation \| Diversification gains

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Extent:	167936 bytes 7 p. application/pdf
Series:	Institut für Schweizerisches Bankwesen Zürich - Working Paper Series Working Paper ; 203 (2004)
Type of publication:	Book / Working Paper
Language:	English
Classification:	D52 - Incomplete Markets ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

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