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RePEcPortfolio & Allocation

Optimal Diversification

Paper analyzes optimal number of stocks in diversified portfolios during market turmoil.

Featured in No. 1 on 24 May 2023 ·

Released
8 Apr 2021
First featured
No. 1 · 24 May 2023
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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