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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

References

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  • Roncalli, T. (2014). Introduction to risk parity and budgeting (Chapman & Hall/CRC Financial Mathematics Series). Abingdon: Taylor & Francis Group.
  • Statman, M. (1987). How many stocks make a diversified portfolio? The Journal of Financial and Quantitative Analysis, 22(3), 353–363.10.2307/2330969
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