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Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
14 references·1 citing·44 second hop
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this work references cited by second hop

References

  • 2009This Time Is Different2,361 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk663 cited
  • 1987How Many Stocks Make a Diversified Portfolio?609 cited
  • 2002Measures of risk325 cited
  • 2008Performance evaluation of portfolio insurance strategies using stochastic dominance criteria126 cited
  • 1971The Effect of Diversification on Risk116 cited
  • 1977Portfolio strategies and performance116 cited
  • 2002Coherent Measures of Risk94 cited
  • 2003How efficient is naive portfolio diversification? an educational note87 cited
  • 1997How Many Mutual Funds Constitute a Diversified Mutual Fund Portfolio?70 cited
  • 1969TEST OF PORTFOLIO BUILDING RULES51 cited
  • 1982You can't diversify without diversifying46 cited
  • 1986Note—Naive Diversification and Portfolio Risk—A Note46 cited

Cited by

  • 2021AHP–TOPSIS Methodology for Stock Portfolio Investments31 cited

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