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The myth of diversification
Chua, David B.; Kritzman, Mark; Page, Sébastien - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10003909563
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Portfolio of risk premia : a new approach to diversification
Bender, Jennifer; Briand, Remy; Nielsen, Frank; Stefek, Dan - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 17-25
Persistent link: https://www.econbiz.de/10003966185
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The downside risk of heavy tails induces low diversification
Hyung, Namwon; Vries, Casper G. de - 2010
diversification against the benefits in terms of the standard deviation of the returns. Suppose a safety first investor cares about …
Persistent link: https://www.econbiz.de/10011381335
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Portfolio diversification effects of downside risk
Hyung, Namwon; Vries, Casper G. de - 2004 - Rev.
the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case of fat …
Persistent link: https://www.econbiz.de/10011343318
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Risk parity, maximum diversification, and minimum variance : an analytic perspective
Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 39-53
Persistent link: https://www.econbiz.de/10009750766
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Frictional costs of diversification
Scherer, Bernd - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 7-9
Persistent link: https://www.econbiz.de/10009750773
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Diversification return and leveraged portfolios
Qian, Edward - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 14-25
Persistent link: https://www.econbiz.de/10009669598
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Diversifying the diversifiers and tracking the tracking error : outperforming cap-weighted indices with limited risk of underperformance
Amenc, Noël; Goltz, Felix; Lodh, Ashish; Martellini, Lionel - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 72-88
Persistent link: https://www.econbiz.de/10009669654
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The diversification delta : a higher-moment measure for portfolio diversification
Vermorken, Maximilian A.; Medda, Francesca; Schröder, … - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 67-74
Persistent link: https://www.econbiz.de/10009670641
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Diversification across time
Ayres, Ian; Nalebuff, Barry - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 73-86
Persistent link: https://www.econbiz.de/10009708218