EFFECT OF HOMOGENEOUS STOCK GROUPINGS ON PORTFOLIO RISK

被引：8

作者：

MARTIN, JD ^{[1
]}

KLEMKOSKY, RC ^{[1
]}

机构：

[1] VIRGINIA POLYTECH INST & STATE UNIV,BLACKSBURG,VA 24061

来源：

JOURNAL OF BUSINESS | 1976年 / 49卷 / 03期

关键词：

D O I：

10.1086/295855

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：339 / 349

页数：11

共 11 条

[1]

CAMPANELLA F, 1972, MEASUREMENT PORTFOLI, P32

[2]

ELTON EJ, 1973, J FINANCE, V28, P1206

[3] DIVERSIFICATION AND REDUCTION OF DISPERSION - EMPIRICAL ANALYSIS [J].

EVANS, JL ;

ARCHER, SH .

JOURNAL OF FINANCE, 1968, 23 (05) :761-767

[4] ANALYZING COVARIATION OF RETURNS TO DETERMINE HOMOGENEOUS STOCK GROUPINGS [J].

FARRELL, JL .

JOURNAL OF BUSINESS, 1974, 47 (02) :186-207

[5] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J].

KING, BF .

JOURNAL OF BUSINESS, 1966, 39 (01) :139-190

[6] EFFECT OF MARKET RISK ON PORTFOLIO DIVERSIFICATION [J].

KLEMKOSKY, RC ;

MARTIN, JD .

JOURNAL OF FINANCE, 1975, 30 (01) :147-154

[7] CROSS-SECTION REGULARITIES IN RETURNS ON INVESTMENT IN COMMON STOCKS [J].

LATANE, HA .

JOURNAL OF BUSINESS, 1973, 46 (04) :512-516

[8] RE-EXAMINATION OF MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J].

MEYERS, SL .

JOURNAL OF FINANCE, 1973, 28 (03) :695-705

[9] EXTRA-MARKET COMPONENTS OF COVARIANCE IN SECURITY RETURNS [J].

ROSENBERG, B .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1974, 9 (02) :263-274

[10]

SHARPE WF, 1970, PORTFOLIO THEORY CAP, P119

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