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The number of stocks required for effective portfolio diversification : the South African case

Bradfield, D. J.; Munro, Brian - In: South African journal of accounting research 31 (2017) 1, pp. 44-59

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Strategic informed trades, diversification, and expected returns

Caskey, Judson; Hughes, John S.; Liu, Jun - In: The accounting review : a publication of the American … 90 (2015) 5, pp. 1811-1837

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Is more less? : propensity to diversify via M&A and market reactions

Hornstein, Abigail S.; Nguyen, Zachary - 2014

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Investing in systematic factor premiums

Koedijk, Kees; Slager, Alfred; Stork, Philip - In: European financial management : the journal of the … 22 (2016) 2, pp. 193-234

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An empirical study on the characteristics of K-REITs

Hyun, Jung Won; Park, Sang Beom - In: International journal of economics and finance 8 (2016) 6, pp. 231-236

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How many stocks are sufficient for equity portfolio diversification? : a review of the literature

Zaimovic, Azra; Omanovic, Adna; Arnaut-Berilo, Almira - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-30

diversification is not an easy task as it is impacted by a huge number of different factors: the way systematic risk is measured, the … of the asset features, the model adopted to measure diversification (i.e., equally weighted versus optimal allocation …

Persistent link: https://www.econbiz.de/10012795951