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Cogent Economics & Finance Volume 6, 2018 - Issue 1
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Research Article

The maximum diversification investment strategy: A portfolio performance comparison

Ludan TheronDepartment of Risk Management, School of Economics, North West University, Potchefstroom Campus, Potchefstroom, South AfricaView further author information
&
Gary van VuurenDepartment of Risk Management, School of Economics, North West University, Potchefstroom Campus, Potchefstroom, South AfricaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-6811-0538View further author information
ORCID Icon |
David McMillanUniversity of Stirling, UK
(Reviewing Editor)
Article: 1427533 | Received 05 Oct 2017, Accepted 10 Jan 2018, Published online: 02 Feb 2018

Citations (13)

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Read on this site (5)

Tri M. Hoang. (2022) Active portfolio management for the emerging and frontier markets: the use of multivariate time series forecasts. Cogent Economics & Finance 10:1.
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Hafsa Rasheed, Habib Ahmad, Attiya Yasmin Javid & Idrees Khawaja. (2022) Is real estate a real diversifier in Pakistan? An ARDL approach. Cogent Business & Management 9:1.
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L. Theron & G. van Vuuren. (2020) Exploring the Behaviour of Actively Managed, Maximally Diversified Portfolios. Studies in Economics and Econometrics 44:2, pages 49-72.
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Yüksel Akay Ünvan. (2019) Performance evaluation of ISE30 (Istanbul Stock Exchange) stock certificates and formation of portfolio by using multi-criteria decision making techniques. Communications in Statistics: Case Studies, Data Analysis and Applications 5:3, pages 214-229.
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Wade Gunning & Gary van Vuuren. (2019) Exploring the drivers of tracking error constrained portfolio performance. Cogent Economics & Finance 7:1.
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Articles from other publishers (8)

Sabri Boubaker, Tu D. Q. Le, Riadh Manita & Thanh Ngo. (2023) The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis. Annals of Operations Research.
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Yanru Li. (2023) Portfolio Optimization for Several Industries among the U.S. Stock Market. BCP Business & Management 38, pages 1523-1529.
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Zhaoyi Li. (2023) Portfolio Allocation Optimization with US Equities. Highlights in Business, Economics and Management 5, pages 185-191.
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Małgorzata Tarczyńska-Łuniewska. (2022) Assessment of portfolio investment effectiveness during the covid-19 pandemic – multivariate fundamental approach1. Procedia Computer Science 207, pages 4348-4358.
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N’Golo Koné. (2020) Regularized Maximum Diversification Investment Strategy. Econometrics 9:1, pages 1.
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Seisuke Sugitomo & Keiichi Maeta. (2020) Quaternion Valued Risk Diversification. Entropy 22:4, pages 390.
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Carig Evans & Gary van Vuuren. (2019) Investment strategy performance under tracking error constraints. Investment Management and Financial Innovations 16:1, pages 239-257.
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Yusuke Uchiyama, Takanori Kadoya & Kei Nakagawa. (2019) Complex Valued Risk Diversification. Entropy 21:2, pages 119.
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