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  • Search: subject:"underdiversification"
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Year of publication
Subject
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Portfolio-Management 5 under-diversification 5 underdiversification 5 Portfolio selection 4 private companies 4 Estimation theory 2 Linear Programming 2 Mathematical programming 2 Mathematische Optimierung 2 Nichtparametrisches Verfahren 2 Nonparametric estimation 2 Nonparametric statistics 2 Schätztheorie 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 capital structure 2 direct stock ownership 2 entrepreneurial investment 2 entrepreneurship 2 greedy algorithm 2 household beliefs 2 incentives 2 required returns 2 research costs 2 skewness 2 spanning 2 stochastic dominance 2 wealth 2 Anlageverhalten 1 Behavioural finance 1 Bias 1 Cognition 1 Cognitive Biases 1 Decision under uncertainty 1 Eigenkapital 1 Entrepreneurship 1 Entrepreneurship approach 1 Entscheidung unter Unsicherheit 1
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Online availability
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Free 12
Type of publication
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Book / Working Paper 12
Type of publication (narrower categories)
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Working Paper 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 9 Undetermined 3
Author
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Müller, Elisabeth 4 Arvanitis, Stelios 2 Barth, Daniel 2 Broihanne, Marie-Hélène 1 Cervellati, Enrico Maria 1 Jouini, Elyès 1 Karehnke, Paul 1 Merli, Maxime 1 Napp, Clotilde 1 Pattitoni, Pierpaolo 1 Peijnenburg, Kim 1 Roger, Patrick 1 Savioli, Marco 1 Scaillet, Olivier 1 Topaloglou, Nikolas 1
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Institution
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Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 European Central Bank 1 HAL 1 Laboratoire de Recherche en Gestion (LaRGE), Institut de Finance de Strasbourg 1
Published in...
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ZEW Discussion Papers 4 ECB Working Paper 1 Post-Print / HAL 1 Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics 1 Queen's Economics Department working paper 1 Research paper series / Swiss Finance Institute 1 Working Paper Series / European Central Bank 1 Working Papers of LaRGE Research Center 1
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Source
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RePEc 5 ECONIS (ZBW) 4 EconStor 3
Showing 1 - 10 of 12
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Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios - 2025
whether spanning holds or not. From large equity datasets, we estimate the expected utility loss due to possible under-diversification …
Persistent link: https://www.econbiz.de/10015194210
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Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - 2024
Persistent link: https://www.econbiz.de/10014485760
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Cognitive biases and entrepreneurial under-diversification
Cervellati, Enrico Maria; Pattitoni, Pierpaolo; … - 2016
risk. Our novel theoretical model explains entrepreneurial under-diversification by measuring the amount of potential bias …
Persistent link: https://www.econbiz.de/10011703409
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Life-Cycle Asset Allocation with Ambiguity Aversion and Learning
Peijnenburg, Kim - 2016
. Furthermore, I find that ambiguity leads to underdiversification, home bias, lower Sharpe ratios, and higher savings. Similar …
Persistent link: https://www.econbiz.de/10013008689
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The costs and beliefs impliedby direct stock ownership
Barth, Daniel - 2014
This paper develops a structural model of the costs and beliefs required to rationalize household direct stock ownership. In the model, households believe they can learn information about individual stock returns through costly research. The model provides a novel explanation for many empirical...
Persistent link: https://www.econbiz.de/10011605702
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The costs and beliefs impliedby direct stock ownership
Barth, Daniel - European Central Bank - 2014
This paper develops a structural model of the costs and beliefs required to rationalize household direct stock ownership. In the model, households believe they can learn information about individual stock returns through costly research. The model provides a novel explanation for many empirical...
Persistent link: https://www.econbiz.de/10010753763
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On Portfolio Choice with Savoring and Disappointment
Jouini, Elyès; Karehnke, Paul; Napp, Clotilde - HAL - 2013
assets with negative expected returns, preference for skewed returns and under-diversification of portfolios. …
Persistent link: https://www.econbiz.de/10010733705
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In search of positive skewness: the case of individual investors
Roger, Patrick; Broihanne, Marie-Hélène; Merli, Maxime - Laboratoire de Recherche en Gestion (LaRGE), Institut … - 2012
brokerage house. Though the main determinant of underdiversification is the portfolio value we find that the skewness of returns …
Persistent link: https://www.econbiz.de/10010533729
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How Does Owners' Exposure to Idiosyncratic Risk Influence the Capital Structure of Private Companies?
Müller, Elisabeth - 2005
This paper identifies the entrepreneur's exposure to idiosyncratic risk as an important determinant of the capital structure of private companies. The exposure to idiosyncratic risk is approximated by the share of personal net worth invested in one company (SNWI). Exposure to idiosyncratic risk...
Persistent link: https://www.econbiz.de/10010297423
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How Does Owners' Exposure to Idiosyncratic Risk Influence the Capital Structure of Private Companies?
Müller, Elisabeth - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2005
This paper identifies the entrepreneur's exposure to idiosyncratic risk as an important determinant of the capital structure of private companies. The exposure to idiosyncratic risk is approximated by the share of personal net worth invested in one company (SNWI). Exposure to idiosyncratic risk...
Persistent link: https://www.econbiz.de/10005098422
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