Concepedia

Factor Diversification

Factor Diversification is a portfolio construction strategy that belongs to the class of factor-based investing approaches, distinguished by its deliberate allocation across multiple empirically validated risk factors to reduce concentration risk and enhance risk-adjusted returns.

180

Publications

17.6K

Citations

359

Authors

241

Institutions

Publications per year

2017–2026

66

Parents

Publications

180

Portfolio Selection: Efficient Diversification of Investments.

H. S. Houthakker, Harry M. Markowitz · Journal of the American Statistical Association · 1962 · 3.7K citations

, , +17

Tobin's q, Corporate Diversification, and Firm Performance

René M. Stulz · Journal of Political Economy · 1994 · 2.5K citations

, , +15

Hedge Fund Benchmarks: A Risk-Based Approach

William Fung, David A. Hsieh · Financial Analysts Journal · 2004 · 1.1K citations

, , +15

Effects of Corporate Diversification on Productivity

Antoinette Schoar · The Journal of Finance · 2002 · 780 citations

, , +17

Portfolio Selection: Efficient Diversification of Investments.

Gerhard Tintner, Harry M. Markowitz · The Journal of Finance · 1960 · 591 citations

, , +17

1–5 of 180

Authors

359

  1. HL
    Harald Lohre

    Lancaster University, United Kingdom

    3 publications · 86 citations

    4

    h-index

  2. NA
    Noël Amenc

    Ecole des Hautes Etudes Commerciales du Nord, France

    4 publications · 118 citations

    4

    h-index

  3. FG
    Felix Goltz

    Ecole des Hautes Etudes Commerciales du Nord, France

    4 publications · 118 citations

    4

    h-index

  4. FL
    Frederick L. Joutz

    George Washington University, United States

    3 publications · 297 citations

    3

    h-index

  5. AL
    Ashish Lodh

    Ecole des Hautes Etudes Commerciales du Nord, France

    3 publications · 95 citations

    3

    h-index

1–5 of 359

Institutions

241

  1. Montpellier Business School

    Montpellier, France

    5 h-index

    6 publications

    412 citations

  2. University of Toronto

    Toronto, Canada

    5 h-index

    5 publications

    182 citations

  3. International Monetary Fund

    Washington D.C., United States

    5 h-index

    6 publications

    330 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    4 h-index

    7 publications

    382 citations

  5. University of California, Los Angeles

    Los Angeles, United States

    3 h-index

    2 publications

    136 citations

  6. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    3 h-index

    4 publications

    144 citations

  7. London Business School

    London, United Kingdom

    3 h-index

    3 publications

    1.2K citations

  8. Tilburg University

    Tilburg, The Netherlands

    3 h-index

    3 publications

    89 citations

1–8 of 241

Venues

  1. SSRN Electronic Journal

    Repository · 24 publications · 684 citations

    17

    h-index

  2. The Journal of Portfolio Management

    JPM · 13 publications · 1.1K citations

    13

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 6 publications · 355 citations

    6

    h-index

  4. The Journal of Alternative Investments

    4 publications · 71 citations

    4

    h-index

  5. Financial Analysts Journal

    FAJ · 4 publications · 1.7K citations

    4

    h-index

1–5