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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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The Maximum Diversification index
Diyarbakırlıoğlu, Erkin; Satman, Mehmet H. - In: The journal of asset management 14 (2013) 6, pp. 400-409
Persistent link: https://www.econbiz.de/10010258476
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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Portfolio optimisation in an uncertain world
Jong, Marielle de - In: The journal of asset management 19 (2018) 4, pp. 216-221
Persistent link: https://www.econbiz.de/10011891167
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Optimal capital and risk transfers for group diversification
Filipović, Damir; Kupper, Michael - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 55-76
Persistent link: https://www.econbiz.de/10003643466
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The diversification discount : cash flows versus returns
Lamont, Owen A.; Polk, Christopher - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1693-1721
Persistent link: https://www.econbiz.de/10001615423
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Managerial incentives and internal capital markets
De Motta, Adolfo - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 1193-1220
Persistent link: https://www.econbiz.de/10001762600
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Why do managers diversify their firms? : Agency reconsidered
Aggarwal, Raj; Samwick, Andrew - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 71-118
Persistent link: https://www.econbiz.de/10001737265
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Optimal diversification : reconciling theory and evidence
Gomes Neto, João Batista F.; Livdan, Dmitry - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 507-535
Persistent link: https://www.econbiz.de/10002011656