Keeping up with the Joneses and optimal diversification
Moshe Levy, Haim Levy (The Hebrew University, Jerusalem, Israel)
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Levy, Moshe ; Levy, Haim |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 29-38
|
| Subject: | Diversification | Mean-variance efficiency analysis | Peer-effects | Keeping-up with the Joneses | Correlation loving | Capital Asset Pricing Model (CAPM) | Stochastic dominance | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory | Nachfrageinterdependenz | Interdependent preferences | Diversifikation | Korrelation | Correlation | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.04.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543860