On the optimal selection of portfolios under limited diversification

Journal of Banking and Finance

Volumn 23, Issue 11, 1999, Pages 1655-1666

  Sankaran, Jayaram K ^a   Patil, Ajay A ^b  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

^b Parametric Technology Corporation   (United States)

Author keywords

Fixed transactions costs; G11; Limited diversification; Marginal benefits from diversification; Mean variance efficient portfolios; Optimal portfolio selection; Ranking algorithms

Indexed keywords

EID: 0042096365     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00023-0     Document Type: Article

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