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Financial development, sectoral reallocation, and volatility : international evidence

Manganelli, Simone; Popov, Alexander - In: Journal of international economics 96 (2015) 2, pp. 323-337

Persistent link: https://www.econbiz.de/10011387709

Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification

Stivers, Christopher T.; Sun, Licheng - In: The financial review : the official publication of the … 51 (2016) 3, pp. 403-433

Persistent link: https://www.econbiz.de/10011550915

Optimal vs naïve diversification in cryptocurrencies

Platanakis, Emmanouil; Sutcliffe, Charles M. S.; … - In: Economics letters 171 (2018), pp. 93-96

Persistent link: https://www.econbiz.de/10012021860

Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Litterman, mean-variance, and naïve diversification approaches

Bessler, Wolfgang; Opfer, Heiko; Wolff, Dominik - In: The European journal of finance 23 (2017) 1/3, pp. 1-30

Persistent link: https://www.econbiz.de/10011736211

Mean-variance combining rules that outperform naïve diversification

Benjlijel, Bacem - In: International journal of financial engineering 9 (2022) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10014234353

An investigation of hypothetical variance-covariance matrix stress-testing

Rayer, Quintin - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 264-288

Persistent link: https://www.econbiz.de/10011661846

Diversification Benefits of Sector Investments in Indian Capital Market

Kapoor, Amitesh - 2012

Since inception of sector indices in India there hasn't been sufficient and adequate study done to understand the … benefits of sector investments and their diversification. This paper analysis the risk, return and diversification benefits of …

Persistent link: https://www.econbiz.de/10013105978

Economic value of portfolio diversification : evidence from international multi-asset portfolios

Sharma, Prateek - In: Theoretical and applied economics : GAER review 24 (2017) 4, pp. 33-42

Persistent link: https://www.econbiz.de/10011795186

Diversification and Financial Stability

Tasca, Paolo - 2012

. The paper contributes to the debate shedding light on the controversial relation between risk-diversification and … setting and by a mean-field approximation the law of motion of the system's fragility is derived. We show that diversification …

Persistent link: https://www.econbiz.de/10013114499

Financial market frictions and diversification

Matvos, Gregor; Seru, Amit; Silva, Rui - In: Journal of financial economics 127 (2018) 1, pp. 21-50

Persistent link: https://www.econbiz.de/10011968751

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