On the benefits of active stock selection strategies for diversified investors
Immo Stadtmüller, Benjamin R. Auer, Frank Schuhmacher
| Year of publication: |
2022
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|---|---|
| Authors: | Stadtmüller, Immo ; Auer, Benjamin R. ; Schuhmacher, Frank |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 85.2022, p. 342-354
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| Subject: | Active portfolio management | Covariance shrinkage | Mean-variance analysis | Naive diversification | Passive investment | Volatility timing | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Theorie | Theory | Kapitalanlage | Financial investment | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Korrelation | Correlation | Diversifikation | Diversification | Institutioneller Investor | Institutional investor |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.04.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336298