Portfolio selection: from under-diversification to concentration

Author:

Xu Jiawen,Li Yixuan,Liu Kai,Chen TaoORCID

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference60 articles.

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2. Bali TG, Peng L (2006) Is there a risk-return trade-off? Evidence from high-frequency data, Journal of Applied Econometrics 21:1169–1198

3. Bird R, Pellizzari P, Yeung D, Woolley P, et al (2012) The strategic implementation of an investment process in a funds management firm. Technical report

4. Blume ME, Friend I (1975) The asset structure of individual portfolios and some implications for utility functions. The Journal of Finance 30:585–603

5. Brands S, Brown SJ, Gallagher DR (2005) Portfolio concentration and investment manager performance. International Review of Finance 5:149–174

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