R²: A Market-Based Measure of Portfolio and Mutual Fund Diversification
JE Cresson - Quarterly Journal of Business and Economics, 2002 - JSTOR
The ability to diversify a portfolio across a broad range of stocks leads to efficient risk-
sharing, but how do investors know if they are well-diversified? There are many commonly …
sharing, but how do investors know if they are well-diversified? There are many commonly …
[CITATION][C] Fundusze inwestycyjne: rodzaje, zasady funkcjonowania, efektywność
K Perez - 2012 - Wolters Kluwer
[BOOK][B] Naive Diversifikation am deutschen Aktienmarkt {Eine empirische Retrospektive {
JS Hellevik, R Herrmann - 1996 - finance.fbv.kit.edu
Ausgehend von einem Wertpapiersample von 161 Wertpapieren, die im Zeitraum von 1974
bis 1994 im amtlichen Marktsegment der Frankfurter B orse gehandelt wurden, werden Ver …
bis 1994 im amtlichen Marktsegment der Frankfurter B orse gehandelt wurden, werden Ver …
[PDF][PDF] Examination of the Arbitrage Pricing Theory (APT): Empirical Study in Amman Stock Exchange (ASE) ﺔﺣﺟارﻣﻟﺎﺑ رﯾﻌﺳﺗﻟا ﺔﯾرظﻧ صﺣﻓ: َ ﻋ ﺔﺻروﺑ ﻰﻠﻋ ﺔﯾﻘﯾﺑطﺗ ﺔﺳارد ــ ّ ﻣ
A Lefilef - 2016 - researchgate.net
Prof. Dr. Mohamad Ajlouni The main objective of this study is to examine the validity and
applicability of the Arbitrage Pricing Theory (APT) in Amman Stock Exchange (ASE) …
applicability of the Arbitrage Pricing Theory (APT) in Amman Stock Exchange (ASE) …
[PDF][PDF] Benchmark evaluation of a world gold equity index for index investment
S Hewitt - 1990-1999-Mines Theses & Dissertations, 1995 - repository.mines.edu
The research question evaluates whether passive global diversification of gold equities
provides higher investment performance than alternate passive and active strategies. The …
provides higher investment performance than alternate passive and active strategies. The …
Modelling pension fund asset allocation in the UK: An empirical analysis-Volume 1
W Sibanda - 2004 - openaccess.city.ac.uk
In this thesis I examine UK pension fund asset allocation and stock selection processes, with
the main aim of identifying portfolio bias determinants and particularly to investigate …
the main aim of identifying portfolio bias determinants and particularly to investigate …
[PDF][PDF] Predicting mutual fund performance: An application of modern portfolio theory.
H Roosma - 1994 - digitalcommons.pace.edu
This paper discusses the identification and selection of high performance mutual funds for
the year 1992 by using elements of the modern portfolio theory. The paper proposes that it is …
the year 1992 by using elements of the modern portfolio theory. The paper proposes that it is …
Selection of fidelity mutual funds
H Roosma - International Advances in Economic Research, 1996 - Springer
This study investigates the possibility of identifying those mutual funds in the Fidelity Family
which might outperform the S&P 500 by using Jensen's alphas. An average of Jensen's …
which might outperform the S&P 500 by using Jensen's alphas. An average of Jensen's …
[PDF][PDF] Naive Diversifikation am deutschen Aktienmarkt Eine empirische Retrospektive
JSHR Herrmann - core.ac.uk
Ausgehend von einem Wertpapiersample von 161 Wertpapieren, die im Zeitraum von 1974
bis 1994 im amtlichen Marktsegment der Frankfurter B orse gehandelt wurden, werden Ver …
bis 1994 im amtlichen Marktsegment der Frankfurter B orse gehandelt wurden, werden Ver …