An Empirical Investigation of Portfolios with Little Idiosyncratic Risk
The objective of this study is to answer the following research question: How large is a diversified portfolio? Although previous work is abundant, very little progress has been made in answering this question since the seminal work of Evans and Archer (1968). This study proposes two approaches to a...
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| Format: | Others |
| Language: | English |
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University of North Texas
2004
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc4536/ |