Similar Search Results

Measurement of diversification between asset classes in the Survey of Consumer Finances

Shin, Su Hyun; Seay, Martin C.; Kim, Kyong Tae - In: Economics letters 156 (2017), pp. 22-26

Persistent link: https://www.econbiz.de/10011822339

Mean-variance versus naïve diversification : the role of mispricing

Yan, Cheng; Zhang, Huazhu - In: Journal of international financial markets, … 48 (2017), pp. 61-81

Persistent link: https://www.econbiz.de/10011892316

K-fold cross validation performance comparisons of six naive portfolio selection rules : how naive can you be and still have successful out-of-sample portfolio performance?

Haley, M. Ryan - In: Annals of finance 13 (2017) 3, pp. 341-353

Persistent link: https://www.econbiz.de/10011945451

International diversification : household versus institutional investors

Giofré, Maela - In: The North American journal of economics and finance : a … 26 (2013), pp. 145-176

Persistent link: https://www.econbiz.de/10010364816

Domestically formed international diversification

Lu, Qinye; Vivian, Andrew - In: Journal of international money and finance 103 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012392630

An experiment on diversification and path dependence

Kluger, Brian D.; Miele, Jennifer - In: The journal of behavioral finance : a publication of … 22 (2021) 2, pp. 155-169

Persistent link: https://www.econbiz.de/10012514170

The tradeoff between mutual fund and direct stock investments : a theoretical analysis involving different types of investors

Marekwica, Marcel; Steininger, Bertram I. - In: Review of managerial science 8 (2014) 2, pp. 197-224

Persistent link: https://www.econbiz.de/10010253839

Art investment : hedging or safe haven through financial crises

Öztürkkal, Belma; Eğrican, Aslı Togan - In: Journal of cultural economics 44 (2020) 3, pp. 481-529

Persistent link: https://www.econbiz.de/10012296708

Investor sophistication and risk taking

de Dreu, Jan; Bikker, Jacob A. - In: Journal of Banking & Finance 36 (2012) 7, pp. 2145-2156

, resulting in limited asset diversification. Third, many pension funds favor regional investments and as such do not fully employ … the opportunities of international risk diversification. Our indicators are correlated with pension fund size, in line …

Persistent link: https://www.econbiz.de/10010577972

Portfolio choice when managers control returns

Matsen, Egil - Norges Bank - 2005

wealth is nonlinear in initial wealth allocation. The optimal portfolio may involve very little diversification, despite …

Persistent link: https://www.econbiz.de/10005292508

1
2
3
4
5
6
7
8
9
10
Next
Last