Can under-diversification explain the size effect?
Moshe Levy
| Year of publication: |
2025
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|---|---|
| Authors: | Levy, Moshe |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 23.2025, 1, p. 22-38
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| Subject: | Size anomaly | Small Firm Effect | under-diversification | segmented-market model | Generalized CAPM | generalized beta | CAPM | Betriebsgröße | Firm size | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Betafaktor | Beta risk | KMU | SME | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015651722