Portfolio selection
From under-diversification to concentration
Bibliographic Data
| ID | 21541830 |
|---|---|
| Authors | Jiawen Xu (0000-0002-5398-0394, Shanghai University of Finance and Economics), Yixuan Li (0009-0004-6861-0654, University of Waterloo), Kai Liu (0000-0002-7995-6456, University of Waterloo), Tao Chen (0000-0001-9162-4078, University of Waterloo, corresponding author) |
| Year | 2023 |
| Volume | 64 |
| Issue | 4 |
| Pages | 1539-1557 |
| Publication date | 2023-04-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-022-02300-x |
| OpenAlex | W4296555010 |
| Language | EN |
| References cited | 44 |
Business · Econometrics · Economics · Efficient frontier · Estimator · Financial economics · Investment strategy · Microeconomics · Modern portfolio theory · Portfolio · Portfolio optimization · Statistics · Financial Markets and Investment Strategies · Financial Risk and Volatility Modeling · Mathematics · Stochastic processes and financial applications
| Citation velocity | historical |
|---|---|
| Highly cited | No |