ML-QuantSubscribe

RePEcAsset Pricing & Factors

Diversification: Not a Free Lunch

Not a Free Lunch: A study challenges the belief that diversification is risk-free, stating it can reduce returns if expected returns are estimated, based on historical returns of the S&P500 constituents.

Featured in No. 52 on 5 Jun 2024 · on release day

Released
5 Jun 2024
First featured
No. 52 · 5 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
17
Identifier
RePEc:gam:jjrfmx:v:17:y:2024:i:6:p:225-:d:1402811

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page