Investment diversification and investment specialization and the assumed holding period

DOI10.1080/13504869600000006zbMath1097.91527OpenAlexW2031825945MaRDI QIDQ4541524

Haim Levy

Publication date: 1996

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869600000006

Mathematics Subject Classification ID

Related Items (1)

Correlation and the time interval over which the variables are measured

Cites Work

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• Regression Analysis for Multiplicative Phenomena and its Implication for the Measurement of Investment Risk
• Stochastic Dominance among Log-Normal Prospects
• Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
• The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling

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