Investor preferences and portfolio selection: is diversification an appropriate strategy?
From MaRDI portal
Publication:5484650
Recommendations
- Do investors like to diversify? A study of Markowitz preferences
- An optimization-diversification approach to portfolio selection
- Heterogeneity and portfolio choice
- Portfolio selection: an alternative approach
- Portfolio selection: a target-distribution approach
- Naive versus optimal diversification: tail risk and performance
- Portfolio selection: a review
- Optimising portfolio diversification and dimensionality
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
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)- Portfolio diversification and taxation
- Do investors like to diversify? A study of Markowitz preferences
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth
- Equity Portfolio Diversification*
- International portfolio choice and political instability risk: a multi-objective approach
This page was built for publication: Investor preferences and portfolio selection: is diversification an appropriate strategy?
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5484650)
