Mean-variance model and investors’ diversification attitude: A theoretical revisit
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.101360
Abstract: Abstract In this paper, we re-examine investors’ diversification attitude in the mean-variance model from the perspective of Markowitz’s (1952) principle of diversification. Our analysis is based on diversification returns, the specific Markowitz’s (1952) principle of diversification… read more here.
Keywords: mean variance; variance model; diversification attitude; investors diversification ... See more keywords