Are information and portfolio diversification substitutes or complements?
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More about this item
KeywordsInformation costs; Optimal filtering; Portfolio diversification;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-05-28 (All new papers)
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