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Financial Review
Volumn 40, Issue 4, 2005, Pages 481-495
Optimal number of stock holdings in mutual fund portfolios based on market performance
Author keywords

G11; G2; Mutual funds; Portfolio selection; Risk adjusted returns
Indexed keywords

EID: 44649152403     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2005.00120.x     Document Type: Article
Times cited : (29)
References (13)
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  • 3
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    • Elton, E.J.1    Gruber, M.J.2
  • 4
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    • Diversification and the reduction of dispersion: An empirical analysis
    • Evans, J.L., and S.H. Archer., 1968. Diversification and the reduction of dispersion: An empirical analysis, The Journal of Finance 23, 761-767.
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    • Evans, J.L.1    Archer, S.H.2
  • 5
    • 0007471630 scopus 로고
    • Some studies of variability of returns on investments in common stocks
    • Fisher, L., and J.H. Lorie., 1970. Some studies of variability of returns on investments in common stocks, The Journal of Business 43, 99-134.
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    • Fisher, L.1    Lorie, J.H.2
  • 6
    • 0037510223 scopus 로고    scopus 로고
    • Does asset allocation policy explain 40, 90, or 100 percent of performance?
    • Ibbotson, R.G., and P.D. Kaplan., 2000. Does asset allocation policy explain 40, 90, or 100 percent of performance? Financial Analysts Journal 56, 26-33.
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    • Ibbotson, R.G.1    Kaplan, P.D.2
  • 7
    • 85040388422 scopus 로고    scopus 로고
    • A mutual fund’s top stocks may mislead: Often, the top 10 trails rest of list
    • September
    • Lauricella, T., 2001. A mutual fund’s top stocks may mislead: Often, the top 10 trails rest of list, The Wall Street Journal September 7, C1.
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    • Lauricella, T.1
  • 8
    • 70349415966 scopus 로고
    • Warren Buffett’s idea of heaven: “I don’t have to work with people I don’t like, "
    • October
    • Lenzer, R., 1993. Warren Buffett’s idea of heaven: “I don’t have to work with people I don’t like, " Forbes October 18, 40-45.
    • (1993) Forbes , vol.18 , pp. 40-45
    • Lenzer, R.1
  • 10
    • 0002296115 scopus 로고    scopus 로고
    • How many mutual funds constitute a diversified portfolio?
    • O’Neal, E.S., 1997. How many mutual funds constitute a diversified portfolio? Financial Analysts Journal 53, 37-46.
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    • O’Neal, E.S.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.