How homogeneous diversification in balanced investment funds affects portfolio and systemic risk
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- Ciciretti, Rocco & Corvino, Raffaele, 2012. "How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk," Journal of Financial Transformation, Capco Institute, vol. 34, pages 195-210.
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KeywordsPortfolio diversification; Risk; Asset allocation heterogeneity; Market crash.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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