Concepedia

Portfolio Diversification Return

Portfolio Diversification Return is a financial performance metric that quantifies the incremental return attributable to the strategic allocation of assets across diverse real estate investments, beyond what would be expected from a non-diversified portfolio, thereby isolating the value added by diversification in reducing unsystematic risk and enhancing risk-adjusted returns.

201

Publications

9.6K

Citations

367

Authors

244

Institutions

Publications per year

2017–2026

38

Parents

Publications

201

Investor Diversification and International Equity Markets

Kenneth R. French, James M. Poterba · National Bureau of Economic Research · 1991 · 1K citations · Full text

, , +15

World gold prices and stock returns in China: Insights for hedging and diversification strategies

Mohamed El Hédi Arouri, Amine Lahiani, Duc Khuong Nguyen · Economic Modelling · 2014 · 303 citations

, , +16

ESG for All? The Impact of ESG Screening on Return, Risk, and Diversification

Tim Verheyden, Robert G. Eccles, Andreas Feiner · Journal of applied corporate finance · 2016 · 289 citations · Full text

, , +17

Risk Reduction and Portfolio Size: An Analytical Solution

Edwin J. Elton, Martin J. Gruber · The Journal of Business · 1977 · 284 citations

, , +15

INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES

Donald R. Lessard · The Journal of Finance · 1973 · 281 citations

, , +13

1–5 of 201

Authors

367

  1. GN
    Graeme Newell

    Western Sydney University, Australia

    12 publications · 304 citations

    12

    h-index

  2. MJ
    Muhammad Jufri Marzuki

    Western Sydney University, Australia

    5 publications · 136 citations

    5

    h-index

  3. WF
    William F. Sharpe

    Stanford University, United States

    4 publications · 151 citations

    4

    h-index

  4. SJ
    Stephen J. Brown

    New York University, United States

    3 publications · 179 citations

    3

    h-index

  5. MM
    Mansur Masih

    International Centre for Education in Islamic Finance, Malaysia

    3 publications · 123 citations

    3

    h-index

1–5 of 367

Institutions

244

  1. Western Sydney University

    Richmond, Australia

    14 h-index

    26 publications

    656 citations

  2. National University of Singapore

    Singapore, Singapore

    5 h-index

    6 publications

    119 citations

  3. Griffith University

    Brisbane, Australia

    5 h-index

    9 publications

    172 citations

  4. New York University

    New York, United States

    4 h-index

    7 publications

    422 citations

  5. University of Delhi

    New Delhi, India

    4 h-index

    7 publications

    221 citations

  6. Hong Kong Baptist University

    Hong Kong, Hong Kong

    4 h-index

    4 publications

    207 citations

  7. University of Illinois Urbana-Champaign

    Urbana, United States

    3 h-index

    5 publications

    239 citations

  8. University of Fribourg

    Fribourg, Switzerland

    3 h-index

    3 publications

    80 citations

1–8 of 244

Venues

  1. SSRN Electronic Journal

    Repository · 24 publications · 724 citations

    16

    h-index

  2. Journal of Property Investment and Finance

    10 publications · 252 citations

    10

    h-index

  3. Journal of Real Estate Portfolio Management

    JREPM · 9 publications · 219 citations

    9

    h-index

  4. The Journal of Portfolio Management

    JPM · 7 publications · 169 citations

    7

    h-index

  5. The Journal of Finance

    6 publications · 512 citations

    6

    h-index

1–5