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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Fees Eat Diversification's Lun...
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Portfolio selection
253
Portfolio-Management
253
Theorie
100
Theory
100
Capital income
43
Kapitaleinkommen
43
USA
36
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English
257
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Amenc, Noël
9
Martellini, Lionel
8
Fabozzi, Frank J.
7
Kritzman, Mark
6
Grinold, Richard
5
Zhou, Guofu
5
Bender, Jennifer
4
Clarke, Roger G.
4
DeSilva, Harindra
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Goltz, Felix
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Hsu, Jason C.
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Jacobs, Bruce I.
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Levy, Kenneth N.
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Statman, Meir
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Thorley, Steven
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Turkington, David
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Ang, Andrew
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Basu, Anup K.
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Bova, Anthony
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Dopfel, Frederick E.
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Drew, Michael E.
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Kinlaw, Will
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Lodh, Ashish
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Qian, Edward
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Roll, Richard
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Siegel, Laurence B.
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Simonian, Joseph
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Strauss, Jack
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Arnott, Robert D.
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Davis, Benjamin
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Fisher, Gregg S.
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The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
790
MPRA Paper
777
Journal of banking & finance
612
NBER Working Papers
577
Working paper / National Bureau of Economic Research, Inc.
576
Finance research letters
506
NBER Working Paper
486
European journal of operational research : EJOR
402
Insurance / Mathematics & economics
390
Working Paper
370
Research paper series / Swiss Finance Institute
357
IZA Discussion Papers
332
CESifo Working Paper
323
CEPR Discussion Papers
319
CESifo working papers
315
International review of financial analysis
307
Journal of financial economics
295
Discussion paper series / IZA
294
ECB Working Paper
282
Discussion paper / Centre for Economic Policy Research
263
Applied economics
262
The journal of asset management
257
The journal of finance : the journal of the American Finance Association
256
Journal of economic dynamics & control
255
Swiss Finance Institute Research Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
227
Working paper
221
Economics Papers from University Paris Dauphine
220
International journal of theoretical and applied finance
220
The review of financial studies
216
IZA Discussion Paper
215
Journal of empirical finance
214
SpringerLink / Bücher
209
CESifo Working Paper Series
203
Journal of risk and financial management : JRFM
203
Quantitative finance
203
International review of economics & finance : IREF
197
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197
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ECONIS (ZBW)
257
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Is the
diversification
benefit of frontier markets realizable by mean-variance investors? : the evidence of investable funds
Berger, Dave
;
Pukthuanthong, Kuntara
;
Yang, J. Jimmy
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 36-48
Persistent link: https://www.econbiz.de/10009786071
Saved in:
10
The limitations of
diversification
return
Chambers, Donald Robert
;
Zdanowicz, John S.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
4
,
pp. 65-76
Persistent link: https://www.econbiz.de/10010487086
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