We explore asset holding diversification by Australian households, in particular, the household asset diversification … lower extent of, asset holding diversification …

would imply about the diversification potential across countries. For this purpose, I examine two basic groups of … group since this is the standard approach in the international diversification literature, while I study the second group … since some have argued that US-listed foreign stocks are the more natural diversification vehicle (Errunza et al (1999)). In …

The maximum diversification portfolio as defined by Choueifaty (2011) depends on the vector of asset volatilities and … that the selected portfolio by regularization is asymptotically efficient with respect to the diversification ratio. In …

by a top allocation expert from T. Rowe Price, Beyond Diversification provides the knowledge, insights, and approaches …). Each model has strengths and weaknesses-and knowing which ones to use is the secret to success. Beyond Diversification …

This book addresses the importance of diversification for reducing volatility of investment portfolios. It shows how to … improve investment efficiency, and explains how international diversification reduces overall risk while enhancing performance …

their diversification properties are also important. However, adding five alternative assets (real estate, commodities … diversification into alternatives is not primarily due to transactions costs or non-normality, but to estimation risk. This is larger … for alternative assets, particularly during the credit crisis which accounts for the harmful diversification of real …