Add to ORKGThe mean-variance paradigm of Markowitz (1952) is probably the most wide-spread model for describing the investors ’ financial behaviour and for analysing the effects of the risk-return trade-off on portfolio diversification. However, its empirical foundations are still weak, in spite of the great deal of statistical testing
The paper aims at contributing to the literature that tries to overcome the classical mean-variance ...
Mean-variance (MV) optimization is one of the most impactful frameworks in the world of financial ma...
This paper proposes a new test for verifying the mean-variance efficiency of household portfolios. U...
We study Italian households’ portfolio choices, with a special focus on equity investments, by analy...
We study Italian households’ portfolio choices, with a special focus on equity investments, by analy...
Despite what portfolio diversification offers, portfolios of many Italian households are not well di...
This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the...
We investigate households’ portfolio choice using a microeconometric approach derived from mean–vari...
2006 This Working Paper should not be reported as representing the views of the IMF. The views expre...
This paper performs an efficiency analysis of households portfolios based on the comparison of obser...
This paper seeks to develop a better statistical understanding of the paradigm of Markowitz mean var...
In 1952, Markowitz published his famous paper on portfolio selection that transformed the field of f...
We explore the link between portfolio home bias and consumption risk sharing among Italian regions u...
Portfolio selection has been a well-researched topic since the mid 1950Õs. Researchers such as Harry...
Since Markowitz presented the mean-variance model as a way of putting together a financial portfolio...
The paper aims at contributing to the literature that tries to overcome the classical mean-variance ...
Mean-variance (MV) optimization is one of the most impactful frameworks in the world of financial ma...
This paper proposes a new test for verifying the mean-variance efficiency of household portfolios. U...
We study Italian households’ portfolio choices, with a special focus on equity investments, by analy...
We study Italian households’ portfolio choices, with a special focus on equity investments, by analy...
Despite what portfolio diversification offers, portfolios of many Italian households are not well di...
This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the...
We investigate households’ portfolio choice using a microeconometric approach derived from mean–vari...
2006 This Working Paper should not be reported as representing the views of the IMF. The views expre...
This paper performs an efficiency analysis of households portfolios based on the comparison of obser...
This paper seeks to develop a better statistical understanding of the paradigm of Markowitz mean var...
In 1952, Markowitz published his famous paper on portfolio selection that transformed the field of f...
We explore the link between portfolio home bias and consumption risk sharing among Italian regions u...
Portfolio selection has been a well-researched topic since the mid 1950Õs. Researchers such as Harry...
Since Markowitz presented the mean-variance model as a way of putting together a financial portfolio...
The paper aims at contributing to the literature that tries to overcome the classical mean-variance ...
Mean-variance (MV) optimization is one of the most impactful frameworks in the world of financial ma...
This paper proposes a new test for verifying the mean-variance efficiency of household portfolios. U...