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Volumn 21, Issue 2, 2003, Pages 40-64

Portfolio Diversification for Long Holding Periods: How Many Stocks do Investors Need?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84993047544     PISSN: 10867376     EISSN: None     Source Type: Journal    
DOI: 10.1108/eb028774     Document Type: Review
Times cited : (11)

References (15)
  • 1
    • 66149097913 scopus 로고    scopus 로고
    • Diversification with Canadian Stocks: How Much Is Enough?
    • Cleary, Sean, and David Copp, (1999). Diversification with Canadian Stocks: How Much Is Enough? Canadian Investment Review 12, 21-25.
    • (1999) Canadian Investment Review , vol.12 , pp. 21-25
    • Cleary, S.1    Copp, D.2
  • 3
    • 84993914939 scopus 로고
    • An Analysis of Portfolio Maintenance Strategies
    • Evans, John L., (1970). An Analysis of Portfolio Maintenance Strategies. Journal of Finance 25,561-571.
    • (1970) Journal of Finance , vol.25 , pp. 561-571
    • Evans, J.L.1
  • 4
    • 84980104625 scopus 로고
    • Diversification and the Reduction of Dispersion: An Empirical Analysis.
    • Evans, John L., and Stephen H. Archer, (1968). Diversification and the Reduction of Dispersion: An Empirical Analysis. Journal of Finance 23, 761-767.
    • (1968) Journal of Finance , vol.23 , pp. 761-767
    • Evans, J.L.1    Archer, S.H.2
  • 5
    • 84892889451 scopus 로고    scopus 로고
    • second edition. Englewood Cliffs: Prentice Hall.
    • Fabozzi, Frank J., (1999). Investments Management, second edition. Englewood Cliffs: Prentice Hall.
    • (1999) Investments Management
    • Fabozzi, F.J.1
  • 6
    • 0007471630 scopus 로고
    • Some Studies of Variability of Returns on Investments in Common Stocks.
    • Fisher, Lawrence, and James H. Lorie, (1970). Some Studies of Variability of Returns on Investments in Common Stocks. Journal of Business 43, 99-134.
    • (1970) Journal of Business , vol.43 , pp. 99-134
    • Fisher, L.1    Lorie, J.H.2
  • 8
    • 0009049097 scopus 로고
    • The Gains from Diversification Reconsidered: Transactions Costs and Superior Information. Institutions & Instruments
    • Levy, Azriel, and Miles Livingston, (1995). The Gains from Diversification Reconsidered: Transactions Costs and Superior Information. Financial Markets, Institutions & Instruments 4:3, 1-59.
    • (1995) Financial Markets , vol.4 , Issue.3 , pp. 1-59
    • Levy, A.1    Livingston, M.2
  • 9
    • 84977725597 scopus 로고
    • Does Diversification Always Pay? TIMS Studies in the Management Sciences.
    • Levy, Haim, (1979). Does Diversification Always Pay? TIMS Studies in the Management Sciences 11, 63-71.
    • (1979) , vol.11 , pp. 63-71
    • Levy, H.1
  • 10
    • 84993858219 scopus 로고
    • Essentials of Portfolio Diversification Strategy
    • Mao, James C. T., (1970). Essentials of Portfolio Diversification Strategy. Journal of Finance 25,1109-1121.
    • (1970) Journal of Finance , vol.25 , pp. 1109-1121
    • Mao, J.C.T.1
  • 13
    • 84861804808 scopus 로고    scopus 로고
    • Portfolio Performance, and the Individual Investor. Journal of Investing.
    • Newbould, Gerald D., and Percy S. Poon, (1996). Portfolio Risk, Portfolio Performance, and the Individual Investor. Journal of Investing 5, 72-78.
    • (1996) Portfolio Risk , vol.5 , pp. 72-78
    • Newbould, G.D.1    Poon, P.S.2
  • 14
    • 84966442690 scopus 로고
    • eighth edition. Ames, Iowa: Iowa State University Press.
    • Snedecor, George W., and William G. Cochran, (1989). Statistical Methods, eighth edition. Ames, Iowa: Iowa State University Press.
    • (1989) Statistical Methods
    • Snedecor, G.W.1    Cochran, W.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.