Concepedia

Portfolio Diversification Effects

Portfolio Diversification Effects is a risk mitigation phenomenon in the context of stop-loss reinsurance whereby the aggregate risk exposure of an insurance portfolio is reduced due to the statistical non-perfect correlation among individual risks, thereby decreasing the likelihood and impact of extreme losses beyond the retention level.

401

Publications

23.2K

Citations

755

Authors

514

Institutions

Publications per year

2017–2026

102

Parents

Publications

401

Equity Portfolio Diversification

William N. Goetzmann, Alok Kumar · European Finance Review · 2008 · 1.2K citations · Full text

, , +17

Diversification, Size, and Risk at Bank Holding Companies

Rebecca S. Demsetz, Philip E. Strahan · Journal of money credit and banking · 1997 · 1.1K citations

, , +16

Security Prices, Risk, and Maximal Gains From Diversification

John Lintner · The Journal of Finance · 1965 · 1.1K citations

, , +14

Large Shareholder Diversification and Corporate Risk-Taking

Mara Faccio, Maria‐Teresa Marchica, Roberto Mura · Review of Financial Studies · 2011 · 838 citations · Full text

, , +12

International Portfolio Diversification with Estimation Risk

Philippe Jorion · The Journal of Business · 1985 · 698 citations

, , +17

1–5 of 401

Authors

755

  1. GN
    Graeme Newell

    Western Sydney University, Australia

    34 publications · 968 citations

    22

    h-index

  2. MM
    Mansur Masih

    International Centre for Education in Islamic Finance, Malaysia

    9 publications · 449 citations

    9

    h-index

  3. MJ
    Muhammad Jufri Marzuki

    Western Sydney University, Australia

    7 publications · 161 citations

    7

    h-index

  4. HW
    Hsu Wen Peng

    Western Sydney University, Australia

    6 publications · 211 citations

    6

    h-index

  5. AK
    Alok Kumar

    University of Miami, United States

    5 publications · 1.4K citations

    5

    h-index

1–5 of 755

Institutions

514

  1. Western Sydney University

    Richmond, Australia

    22 h-index

    55 publications

    1.5K citations

  2. International Centre for Education in Islamic Finance

    Kuala Lumpur, Malaysia

    8 h-index

    16 publications

    828 citations

  3. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    10 publications

    578 citations

  4. University of Reading

    Reading, United Kingdom

    7 h-index

    9 publications

    347 citations

  5. National Taipei University

    Taipei, Taiwan

    6 h-index

    6 publications

    169 citations

  6. ICMA Centre

    Reading, United Kingdom

    6 h-index

    6 publications

    195 citations

  7. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    5 publications

    360 citations

  8. National University of Singapore

    Singapore, Singapore

    5 h-index

    5 publications

    134 citations

1–8 of 514

Venues

  1. SSRN Electronic Journal

    Repository · 58 publications · 1.9K citations

    26

    h-index

  2. Journal of Property Investment and Finance

    16 publications · 390 citations

    13

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 11 publications · 387 citations

    11

    h-index

  4. Pacific Rim Property Research Journal

    10 publications · 260 citations

    10

    h-index

  5. The Journal of Finance

    9 publications · 2.2K citations

    9

    h-index

1–5