Investor preferences and portfolio selection: is diversification an appropriate strategy?
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Cites work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- ARCH modeling in finance. A review of the theory and empirical evidence
- Automatic Lag Selection in Covariance Matrix Estimation
- Autoregressive Conditional Density Estimation
- Financial data and the skewed generalized t distribution
- Generalized method of moments specification testing
- SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
- Term structure of risk under alternative econometric specifications
Cited in
(5)- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth
- Do investors like to diversify? A study of Markowitz preferences
- Equity Portfolio Diversification*
- Portfolio diversification and taxation
- International portfolio choice and political instability risk: a multi-objective approach
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