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Diversification in Portfolios of Individual Stocks: 100 Stocks Are Not Enough
12 references·4 citing·41 second hop
Diversification in Portfolios of Individual Stocks: 100 Stocks Are Not Enough (2007)Diversification in Portfolios of Individu…The Diversification Puzzle (2004)The Diversification PuzzleRecent Changes in U.S. Family Finances: Evidence from the 1998 and 2001 Survey of Consumer Finances (2003)Recent Changes in U.S. Family…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…On the Use and Misuse of Downside Risk (1996)On the Use and Misuse of Down…How Many Stocks Make a Diversified Portfolio? (1987)How Many Stocks Make a Divers…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Risk Reduction and Portfolio Size: An Analytical Solution (1977)Risk Reduction and Portfolio …Safety First--An Expected Utility Principle (1972)Safety First--An Expected Uti…DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS* (1968)DIVERSIFICATION AND THE REDUC…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Safety First and the Holding of Assets (1952)Safety First and the Holding …Cognitive Biases as an Integral Part of Behavioral Finance (2020)Cognitive Biases as an Integr…Portfolio risk-return analysis: The case of the automotive industry in the Czech Republic (2017)Portfolio risk-return analysi…Using Four‐Moment Tail Risk to Examine Financial and Commodity Instrument Diversification (2010)Using Four‐Moment Tail Risk t…Idiosyncratic Risk in Emerging Markets (2010)Idiosyncratic Risk in Emergin…Portfolio Selection: Efficient Diversification of Investments (1959)Modern Portfolio Theory and Investment Analysis. (1982)Beyond Greed and Fear (2002)Socially Responsible Indexes (2006)Information demand and stock market volatility (2012)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)The Utility Analysis of Choices Involving Risk (1948)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Gambling Preference and the New Year Effect of Assets with Lottery Features (2011)Deep learning for decision making and the optimization of socially responsible investments and portfolio (2019)Investing for long-term value creation (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)Determinants of bid-asked spreads in the over-the-counter market (1974)Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles (1975)Diversification in a Three-Moment World (1978)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)On Diversification Given Asymmetry in Returns (1981)Diversification Categories in Investment Real Estate (1986)Socially Responsible Mutual Funds (2015)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Why Have Housing Prices Gone Up? (2005)Growing Unequal? (2008)Sovereign Risk, Fiscal Policy, and Macroeconomic Stability (2012)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1987How Many Stocks Make a Diversified Portfolio?609 cited
  • 1968DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*588 cited
  • 2003Recent Changes in U.S. Family Finances: Evidence from the 1998 and 2001 Survey of Consumer Finances427 cited
  • 1977Risk Reduction and Portfolio Size: An Analytical Solution278 cited
  • 2004The Diversification Puzzle172 cited
  • 1996On the Use and Misuse of Downside Risk137 cited
  • 1972Safety First--An Expected Utility Principle74 cited

Cited by

  • 2010Idiosyncratic Risk in Emerging Markets44 cited
  • 2020Cognitive Biases as an Integral Part of Behavioral Finance36 cited
  • 2010Using Four‐Moment Tail Risk to Examine Financial and Commodity Instrument Diversification

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28 cited
  • 2017Portfolio risk-return analysis: The case of the automotive industry in the Czech Republic23 cited