多元化真的失败了吗?股票投资组合证据

ERN: Econometric Studies of Capital Markets (Topic) Pub Date : 2012-04-05 DOI:10.2139/ssrn.2034940

Andreas Steiner

{"title":"多元化真的失败了吗?股票投资组合证据","authors":"Andreas Steiner","doi":"10.2139/ssrn.2034940","DOIUrl":null,"url":null,"abstract":"We present empirical evidence for 47 liquid stocks from the SPI universe that the diversification potential remained intact during the Financial Crisis. This contradicts the widespread believe that diversification has failed and has major implication for the risk management approach used in actively managed portfolios.","PeriodicalId":242545,"journal":{"name":"ERN: Econometric Studies of Capital Markets (Topic)","volume":"53 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-04-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Did Diversification Really Fail? Evidence for Stock Portfolios\",\"authors\":\"Andreas Steiner\",\"doi\":\"10.2139/ssrn.2034940\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We present empirical evidence for 47 liquid stocks from the SPI universe that the diversification potential remained intact during the Financial Crisis. This contradicts the widespread believe that diversification has failed and has major implication for the risk management approach used in actively managed portfolios.\",\"PeriodicalId\":242545,\"journal\":{\"name\":\"ERN: Econometric Studies of Capital Markets (Topic)\",\"volume\":\"53 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2012-04-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Econometric Studies of Capital Markets (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.2034940\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Econometric Studies of Capital Markets (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2034940","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

我们提出了实证证据，从SPI宇宙的47流动性股票的多元化潜力仍然完好无损，在金融危机。这与普遍认为多样化已经失败的观点相矛盾，并对积极管理的投资组合中使用的风险管理方法产生了重大影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Did Diversification Really Fail? Evidence for Stock Portfolios

We present empirical evidence for 47 liquid stocks from the SPI universe that the diversification potential remained intact during the Financial Crisis. This contradicts the widespread believe that diversification has failed and has major implication for the risk management approach used in actively managed portfolios.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

ERN: Econometric Studies of Capital Markets (Topic)

自引率

0.00%

发文量