How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies

By Heiko Jacobs, Sebastian Müller, Martin Weber. 2014

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/557d096e57d0a1dd483dfb20e75b13ac23f12608

Citations in the corpus

• Investing for long-term value creation (2019, unknown): “Moreover, diversification gains are mainly driven by a well-balanced allocation over different asset classes, like equities, bonds and alternative investments (i.e. real estate, private equity, hedge funds, commodities and infrastructure) (see for example Jacobs, Müller, and Weber 2014).”