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The Effect of Homogeneous Stock Groupings on Portfolio Risk

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  • Martin, John D
  • Klemkosky, Robert C

Abstract

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Suggested Citation

  • Martin, John D & Klemkosky, Robert C, 1976. "The Effect of Homogeneous Stock Groupings on Portfolio Risk," The Journal of Business, University of Chicago Press, vol. 49(3), pages 339-349, July.
    • Handle: RePEc:ucp:jnlbus:v:49:y:1976:i:3:p:339-49
    DOI: 10.1086/295855
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    Cited by:

    1. Bruzda, Joanna, 2017. "Real and complex wavelets in asset classification: An application to the US stock market," Finance Research Letters, Elsevier, vol. 21(C), pages 115-125.
    2. Mike Miles & Tom McCue, 1984. "Commercial Real Estate Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(3), pages 355-377, September.
    3. Marie Brière & Ariane Szafarz, 2021. "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 641-669, September.
    4. Son-Non Chen & John D. Martin, 1980. "Beta Nonstationarity And Pure Extra-Market Covariance Effects On Portfolio Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 269-282, September.

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