Portfolio Concentration and the Performance of Individual InvestorsZoran Ivkovich, Clemens Sialm, Scott J. Weisbenner2005-01-01preprintSSRN Electronic Journal81 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceFinancial Literacy, Pension, Retirement AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 81 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1956The magical number seven, plus or minus two: Some limits on our capacity for processing information.1997On Persistence in Mutual Fund Performance1992The Cross-Section of Expected Stock Returns1994The magical number seven, plus or minus two: Some limits on our capacity for processing information.2001Boys will be Boys: Gender, Overconfidence, and Common Stock Investment2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors1998Are Investors Reluctant to Realize Their Losses?Cited by2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience2010Do Behavioral Biases Adversely Affect the Macro-economy?2007Do the diversification choices of individual investors influence stock returns?2011The Cross-Section of Speculator Skill: Evidence from Taiwan2003Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades2006Household Finance2007Fight or Flight? Portfolio Rebalancing by Individual Investors2017A Study of the Factors Affecting the Choice of Investment Portfolio by Individual Investors in Singapore