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How should individual investors diversify? An empirical evaluation of alternative asset allocation policies

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  1. Omane-Adjepong, Maurice & Ababio, Kofi Agyarko & Alagidede, Imhotep Paul, 2019. "Time-frequency analysis of behaviourally classified financial asset markets," Research in International Business and Finance, Elsevier, vol. 50(C), pages 54-69.
  2. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle, 2019. "A comprehensive appraisal of style-integration methods," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 134-150.
  3. Marc Peter Radke & Manuel Rupprecht, 2021. "Household Wealth: Low-Yielding and Poorly Structured?," JRFM, MDPI, vol. 14(3), pages 1-40, March.
  4. Symitsi, Efthymia & Markellos, Raphael N. & Mantrala, Murali K., 2022. "Keyword portfolio optimization in paid search advertising," European Journal of Operational Research, Elsevier, vol. 303(2), pages 767-778.
  5. Andrew Grant & Steve Satchell, 2019. "Endogenous divorce risk and investment," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(3), pages 845-876, July.
  6. Matthias Horn & Andreas Oehler, 2020. "Automated portfolio rebalancing: Automatic erosion of investment performance?," Journal of Asset Management, Palgrave Macmillan, vol. 21(6), pages 489-505, October.
  7. McDowell, Shaun, 2018. "An empirical evaluation of estimation error reduction strategies applied to international diversification," Journal of Multinational Financial Management, Elsevier, vol. 44(C), pages 1-13.
  8. Platanakis, Emmanouil & Sakkas, Athanasios & Sutcliffe, Charles, 2019. "Harmful diversification: Evidence from alternative investments," The British Accounting Review, Elsevier, vol. 51(1), pages 1-23.
  9. José Luis Miralles‐Quirós & María Mar Miralles‐Quirós & José Manuel Nogueira, 2019. "Diversification benefits of using exchange‐traded funds in compliance to the sustainable development goals," Business Strategy and the Environment, Wiley Blackwell, vol. 28(1), pages 244-255, January.
  10. A. Burak Paç & Mustafa Ç. Pınar, 2018. "On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets," Annals of Operations Research, Springer, vol. 266(1), pages 223-253, July.
  11. Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova, 2018. "Exchange rate forecasting and the performance of currency portfolios," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 519-540, August.
  12. Benjamin R. Auer & Tobias Hiller, 2021. "Cost gap, Shapley, or nucleolus allocation: Which is the best game‐theoretic remedy for the low‐risk anomaly?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 876-884, June.
  13. Carroll, Rachael & Conlon, Thomas & Cotter, John & Salvador, Enrique, 2017. "Asset allocation with correlation: A composite trade-off," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1164-1180.
  14. Lord Mensah, 2016. "Asset Allocation Brewed Accross African Stock Markets," Proceedings of Economics and Finance Conferences 3205757, International Institute of Social and Economic Sciences.
  15. Stadtmüller, Immo & Auer, Benjamin R. & Schuhmacher, Frank, 2022. "On the benefits of active stock selection strategies for diversified investors," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 342-354.
  16. McDowell, Shaun & Lee, John B. & Marsden, Alastair, 2020. "The potential effect of taxes on the equity home bias in New Zealand PIEs," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  17. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
  18. Jaydip Sen & Sidra Mehtab, 2021. "Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market," Papers 2107.11371, arXiv.org.
  19. Oehler, Andreas & Wanger, Hans Philipp, 2020. "Household portfolio optimization with XTFs? An empirical study using the SHS-base," Research in International Business and Finance, Elsevier, vol. 51(C).
  20. Oikonomou, Ioannis & Platanakis, Emmanouil & Sutcliffe, Charles, 2018. "Socially responsible investment portfolios: Does the optimization process matter?," The British Accounting Review, Elsevier, vol. 50(4), pages 379-401.
  21. Dimitrios Koutmos & Timothy King & Constantin Zopounidis, 2021. "Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(4), pages 815-837, December.
  22. Jansen, Kristy, 2021. "Essays on institutional investors, portfolio choice, and asset prices," Other publications TiSEM fd998408-d282-4e0f-b542-4, Tilburg University, School of Economics and Management.
  23. Safwan Mohd Nor & Sardar M.N. Islam, 2016. "Beating the market: Can evolutionary-based portfolio optimisation outperform the Talmudic diversification strategy?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 90-99.
  24. Dirk Schoenmaker & Willem Schramade, 2019. "Investing for long-term value creation," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 9(4), pages 356-377, October.
  25. Naqvi, Bushra & Rizvi, Syed Kumail Abbas & Hasnaoui, Amir & Shao, Xuefeng, 2022. "Going beyond sustainability: The diversification benefits of green energy financial products," Energy Economics, Elsevier, vol. 111(C).
  26. Broeders, Dirk W. G. A. & Jansen, Kristy A. E. & Werker, Bas J. M., 2021. "Pension fund's illiquid assets allocation under liquidity and capital requirements," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(1), pages 102-124, January.
  27. Anja Vinzelberg & Benjamin R. Auer, 2022. "Unprofitability of food market investments," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(7), pages 2887-2910, October.
  28. Lammer, Dominique Marcel & Hanspal, Tobin & Hackethal, Andreas, 2020. "Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments," SAFE Working Paper Series 277, Leibniz Institute for Financial Research SAFE.
  29. Christian Ehm & Christine Laudenbach & Martin Weber, 2018. "Focusing on volatility information instead of portfolio weights as an aid to investor decisions," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 457-480, June.
  30. Philip A. Ernst & James R. Thompson & Yinsen Miao, 2017. "Tukey’s transformational ladder for portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(3), pages 317-355, August.
  31. Dirk Broeders & Kristy Jansen & Bas Werker, 2017. "Pension fund's illiquid assets allocation under liquidity and capital constraints," DNB Working Papers 555, Netherlands Central Bank, Research Department.
  32. Kavitha Ranganathan, 2018. "Does Global Shapes Of Utility Functions Matter For Investment Decisions?," Bulletin of Economic Research, Wiley Blackwell, vol. 70(4), pages 341-361, October.
  33. McDowell, Shaun, 2018. "The benefits of international diversification with weight constraints: A cross-country examination," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 99-109.
  34. Ian Smith, 2016. "A study into UK Financial Planners opinions on risk tolerance and risk perception," Proceedings of International Academic Conferences 4006388, International Institute of Social and Economic Sciences.
  35. Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
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