Can Under-diversification Explain the Size Effect?

Moshe Levy

Can Under-diversification Explain the Size Effect?

BA Business Department

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	22-38
Number of pages	17
Journal	JOURNAL OF INVESTMENT MANAGEMENT
Volume	23
Issue number	1
State	Published - 2025

Keywords

Generalized CAPM
Size anomaly
Small Firm Effect
Generalized beta
Segmented-market model
Under-diversification

Cite this

@article{dff82991462040868ecf0c59b971f893,

title = "Can Under-diversification Explain the Size Effect?",

keywords = "Generalized CAPM, Size anomaly, Small Firm Effect, Generalized beta, Segmented-market model, Under-diversification",

author = "Moshe Levy",

year = "2025",

language = "אנגלית",

volume = "23",

pages = "22--38",

journal = "JOURNAL OF INVESTMENT MANAGEMENT",

issn = "1545-9144",