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1
Mitigating estimation risk in asset allocation : diagonal models versus 1/N
diversification
Stivers, Christopher T.
;
Sun, Licheng
- In:
The financial review : the official publication of the …
51
(
2016
)
3
,
pp. 403-433
Persistent link: https://www.econbiz.de/10011550915
Saved in:
2
Optimal vs naïve
diversification
in cryptocurrencies
Platanakis, Emmanouil
;
Sutcliffe, Charles M. S.
; …
- In:
Economics letters
171
(
2018
),
pp. 93-96
Persistent link: https://www.econbiz.de/10012021860
Saved in:
3
Multi-asset
portfolio
optimization and out-of-sample performance : an evaluation of Black-Litterman, mean-variance, and naïve
diversification
approaches
Bessler, Wolfgang
;
Opfer, Heiko
;
Wolff, Dominik
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011736211
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4
Financial market frictions and
diversification
Matvos, Gregor
;
Seru, Amit
;
Silva, Rui
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 21-50
Persistent link: https://www.econbiz.de/10011968751
Saved in:
5
Asset
diversification
and systemic risk in the financial system
Zhou, Yichen
;
Li, Honggang
- In:
Journal of economic interaction and coordination : JEIC
14
(
2019
)
2
,
pp. 247-272
Persistent link: https://www.econbiz.de/10012111538
Saved in:
6
Is there an optimally diversified conglomerate? : gleaning answers from capital markets
Nejadmalayeri, Ali
;
Iyer, Subramanian Rama
;
Singh, Manohar
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 117-158
Persistent link: https://www.econbiz.de/10011797028
Saved in:
7
Is S&P100 index a mean-variance efficient
portfolio
?
Robbani, Mohammad G.
;
Jain, Ajeet
- In:
International journal of financial research
7
(
2016
)
5
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011579722
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8
Effects of market risks and financial efficiencies on capital structure
Camara, Omar
;
McMillan, David G.
- In:
Journal of international business and economics : JIBE
18
(
2018
)
3
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012051615
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9
Conditional CAPM using expected returns of Brazilian sustainability companies
Tambosi Filho, Elmo
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 367-377
Persistent link: https://www.econbiz.de/10011822694
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10
Research on the effects of liquidation strategies in the multi-asset artificial market
Luo, Qixuan
;
Song, Shijia
;
Li, Handong
- In:
Computational economics
62
(
2023
)
4
,
pp. 1721-1750
Persistent link: https://www.econbiz.de/10014437570
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