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Cited by

• 1992An Index of Portfolio Diversification137 cited
• 2003How efficient is naive portfolio diversification? an educational note87 cited
• 1998Do Serial and Non-Serial Investors Behave Differently?: An Empirical and Theoretical Analysis77 cited
• 2002Hedge Fund Diversification70 cited
• 2004Determinants of Tracking Error for Equity Portfolios50 cited
• 1981Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note47 cited
• 1982You can't diversify without diversifying46 cited
• 2002Hedge Fund Diversification: How Much is Enough?42 cited
• 1991The over-reaction effect—Some UK evidence32 cited
• 2009An Asset–Liability Version of the Capital Asset Pricing Model with a Multi-Period Two-Fund Theorem31 cited
• 2012Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets27 cited
• 2010Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE (1984–2007)23 cited
• 2012A Review Study of Risk-Return Relationship and Performance Measures Comparing Different Industry Sectors20 cited
• 2009The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?