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How many independent bets are there?
Polakow, Daniel; Gebbie, Tim - In: The journal of asset management 9 (2008/09) 4, pp. 278-288
Persistent link: https://www.econbiz.de/10003772010
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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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Regime shifts in mean-variance efficient frontiers : some international evidence
Guidolin, Massimo; Ria, Federica - In: The journal of asset management 12 (2011) 5, pp. 322-349
Persistent link: https://www.econbiz.de/10009377003
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Industry effects and volatility transmission in Portfolio diversification
Bhargava, Vivek; Dania, Akash; Malhotra, Davinder Kumar - In: The journal of asset management 13 (2012) 1, pp. 22-33
Persistent link: https://www.econbiz.de/10009550673
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Virtual currency, tangible return : portfolio diversification with bitcoin
Brière, Marie; Oosterlinck, Kim; Szafarz, Ariane - In: The journal of asset management 16 (2015) 6, pp. 365-373
Persistent link: https://www.econbiz.de/10011416624
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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