Did Diversification Really Fail? Evidence for Stock Portfolios

7 Pages Posted: 5 Apr 2012

Date Written: April 5, 2012

Abstract

We present empirical evidence for 47 liquid stocks from the SPI universe that the diversification potential remained intact during the Financial Crisis. This contradicts the widespread believe that diversification has failed and has major implication for the risk management approach used in actively managed portfolios.

Suggested Citation

Steiner, Andreas, Did Diversification Really Fail? Evidence for Stock Portfolios (April 5, 2012). Available at SSRN: https://ssrn.com/abstract=2034940 or http://dx.doi.org/10.2139/ssrn.2034940

Andreas Steiner (Contact Author)

Andreas Steiner Consulting GmbH ( email )

Walderstrasse 43c
Hinwil, 8340
Switzerland

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