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Volumn 35, Issue 1, 2008, Pages 40-51

Toward maximum diversification

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EID: 56749100614     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/JPM.2008.35.1.40     Document Type: Article
Times cited : (361)

References (9)
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    • Booth, D.1    Fama, E.2
  • 3
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    • Common Risk Factors in the Returns on Stocks and Bonds
    • February
    • Fama, E., and K. French. "Common Risk Factors in the Returns on Stocks and Bonds." Journal of Financial Economics, 33 (February 1993), pp. 3-56.
    • (1993) Journal of Financial Economics , vol.33 , pp. 3-56
    • Fama, E.1    French, K.2
  • 4
    • 0013413658 scopus 로고    scopus 로고
    • Multifactor Explanations of Asset Pricing Anomalies
    • March
    • - . "Multifactor Explanations of Asset Pricing Anomalies." Journal of Finance, 51 (March 1996), pp. 55-84.
    • (1996) Journal of Finance , vol.51 , pp. 55-84
    • Fama, E.1    French, K.2
  • 5
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    • Stochastic Portfolio Theory and Stock Market Equilibrium
    • Fernholz, R., and B. Shay. "Stochastic Portfolio Theory and Stock Market Equilibrium." Journal of Finance, Vol. 37, No. 2 (1982), pp. 615-622.
    • (1982) Journal of Finance , vol.37 , Issue.2 , pp. 615-622
    • Fernholz, R.1    Shay, B.2
  • 6
    • 84995186518 scopus 로고
    • Portfolio Selection
    • Markowitz, H. "Portfolio Selection." Journal of Finance, Vol. 7, No. 1 (1952), pp. 77-91.
    • (1952) Journal of Finance , vol.7 , Issue.1 , pp. 77-91
    • Markowitz, H.1
  • 8
    • 84980092818 scopus 로고
    • Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
    • Sharpe, W. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." Journal of Finance, Vol. 19, No. 3 (1964), pp. 425-442.
    • (1964) Journal of Finance , vol.19 , Issue.3 , pp. 425-442
    • Sharpe, W.1
  • 9
    • 27744500910 scopus 로고    scopus 로고
    • Why Market-Valuation-Indifferent Indexing Works
    • Treynor, J. "Why Market-Valuation-Indifferent Indexing Works." Financial Analysts Journal, Vol. 61, No. 5 (2005), pp. 65-69.
    • (2005) Financial Analysts Journal , vol.61 , Issue.5 , pp. 65-69
    • Treynor, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.