A note on diversification and the reduction of dispersion
- 1 December 1974
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 1 (4) , 365-372
- https://doi.org/10.1016/0304-405x(74)90015-4
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Estimating the Dependence Structure of Share Prices--Implications for Portfolio SelectionThe Journal of Finance, 1973
- Diversification and the Reduction of Dispersion: An Empirical AnalysisThe Journal of Finance, 1968
- Measurement of Investment PerformanceJournal of Financial and Quantitative Analysis, 1968
- An Empirical Evaluation of Alternative Portfolio-Selection ModelsThe Journal of Business, 1967