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Investment diversification as a strategy for reducing investment risk
16 references·1 citing·38 second hop
Investment diversification as a strategy for reducing investment risk (2018)Investment diversification as a strategy …Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach (2012)Is the Potential for Internat…Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…International Stock Return Comovements (2005)International Stock Return Co…Markowitz's “Portfolio Selection”: A Fifty‐Year Retrospective (2002)Markowitz's “Portfolio Select…Asymmetric correlations of equity portfolios (2002)Asymmetric correlations of eq…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…The Early History of Portfolio Theory: 1600–1960 (1999)The Early History of Portfoli…Volatility and cross correlation across major stock markets (1998)Volatility and cross correlat…How Many Stocks Make a Diversified Portfolio? (1987)How Many Stocks Make a Divers…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Why Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS* (1968)DIVERSIFICATION AND THE REDUC…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*The Theory of Investment Value, by John Burr Williams (1939)The Theory of Investment Valu…Portfolio Investment diversification at Global stock market: A Cointegration Analysis of Emerging BRICS(P) Group (2020)Portfolio Investment diversif…Portfolio Selection: Efficient Diversification of Investments (1959)Does industrial structure explain the benefits of international diversification? (1994)International comovement of stock market returns: A wavelet analysis (2009)International Diversification of Investment Portfolios (1970)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Robust performance hypothesis testing with the Sharpe ratio (2008)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)International Asset Allocation With Regime Shifts (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Journal of the American Statistical Association (1995)Does the stock market value bank diversification? (2007)International Stock Return Predictability: What Is the Role of the United States? (2013)The Global Crisis and Equity Market Contagion (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The distribution of realized stock return volatility (2001)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Integration and Contagion (2005)Downside Risk (2006)THE TAX‐ADJUSTED YIELD CURVE (1975)Bulls, bears and market sheep (1990)Comparing the Accuracy and Explainability of Dividend, Free Cash Flow, and Abnormal Earnings Equity Value Estimates (2000)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Conditional value-at-risk for general loss distributions (2002)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2002Asymmetric correlations of equity portfolios1,530 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 2005International Stock Return Comovements860 cited
  • 1939The Theory of Investment Value, by John Burr Williams623 cited
  • 1987How Many Stocks Make a Diversified Portfolio?609 cited
  • 1968DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*588 cited
  • 1998Volatility and cross correlation across major stock markets525 cited
  • 2012Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach436 cited
  • 2002Markowitz's “Portfolio Selection”: A Fifty‐Year Retrospective367 cited

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  • 1999The Early History of Portfolio Theory: 1600–1960343 cited
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    • 2020Portfolio Investment diversification at Global stock market: A Cointegration Analysis of Emerging BRICS(P) Group20 cited