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Portfolio concentration and equity market contagion: evidence on the “flight to familiarity” across indexing methods

Reference

Kaiser, L. (2017). Portfolio concentration and equity market contagion: evidence on the “flight to familiarity” across indexing methods. Journal of Investment Strategies, 7(1), 1-20.

Publication Type

Article in Scientific Journal

Staff Members

Dr. Lars Kaiser

Participating Institutions

Chair in Business Administration, Banking and Financial Management Institute for Finance

Research

Quantitative Investment Management and Portfolio Optimisation
PhD-Thesis
March 2011 until February 2015 (finished)
Overall, the proposed dissertation project aims to contribute to academic literature by identifying research gaps in the field of quantitative investment management and answering the respective by ... More

DOI

https://dx.doi.org/10.21314/jois.2017.091