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Bouchey, Paul; Li, Tianchuan; Nemtchinov, Vassilii - In: The journal of investing 26 (2017) 3, pp. 144-151

Persistent link: https://www.econbiz.de/10011736558

Diversification, gambling and market forces

Broihanne, Marie-Hélène; Merli, Maxime; Roger, Patrick - In: Review of quantitative finance and accounting 47 (2016) 1, pp. 129-157

Persistent link: https://www.econbiz.de/10011595555

Investor education and portfolio diversification on the stock market

Liivamägi, Kristjan - In: Research in economics and business : Central and … 7 (2015) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10011656119

Short Sales Constraints and the Diversification Puzzle

Reed, Adam V. - 2019

Disagreement about stock valuation, combined with short-sales constraints, can increase asset prices. We build a model showing that, so long as investor beliefs are not perfectly correlated, investors will disagree less about the value of a conglomerate than about each of its individual...

Persistent link: https://www.econbiz.de/10012904133

Mean-Variance Model And Investors’ Diversification Attitude : A Theoretical Revisit

Koumou, Gilles Boevi - 2019

In this paper, we re-examine investors' diversification attitude in the mean-variance model from the perspective of … Markowitz (1952)'s principle of diversification. Our analysis is based on the diversification returns, the specific Markowitz … (1952)'s principle of diversification measure in the mean-variance model. We show, regardless of whether or not the risk …

Persistent link: https://www.econbiz.de/10012904332

Diversify and Purify Factor Premiums in Equity Markets

Carvalho, Raul Leote de - 2017

In this paper we consider the question of how to improve the efficacy of strategies designed to capture factor premiums in equity markets and, in particular, from the value, quality, low risk and momentum factors. We consider a number of portfolio construction approaches designed to capture...

Persistent link: https://www.econbiz.de/10012966327

International Diversification, SFAS 131, and Post-Earnings Announcement Drift

Kang, Tony - 2017

diversification's impact on the serial correlation of analyst forecast errors and its associated drift is significantly reduced after …

Persistent link: https://www.econbiz.de/10012968824

Insights to systematic risk and diversification across a joint probability distribution

Choo, Weihao; De Jong, Piet - In: Insurance / Mathematics & economics 67 (2016), pp. 142-150

Persistent link: https://www.econbiz.de/10011457218

Can diversification be improved by using cryptocurrencies? : evidence from Indian equity market

Jana, Susovon; Sahu, Tarak Nath - In: Journal of financial economic policy 15 (2023) 6, pp. 573-595

Persistent link: https://www.econbiz.de/10014431218

Multifactor funds : an early (bearish) assessment

Estrada, Javier - In: The journal of asset management : a major new, … 24 (2023) 4, pp. 299-311

Persistent link: https://www.econbiz.de/10014325372