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Solvency Constraint, Underdiversification, and Idiosyncratic Risks
by
Hong Liu
,
Nick Barberis
,
Hendrik Bessembinder (the
,
Jonathan Berk
,
John Campbell
,
Jon Ingersoll
,
Ravi Jagannathan
,
Li Liao
,
Mark Loewen
,
Todd Milbourn
,
Stijn Van Nieuwerburgh
,
Valery Polkovnichenko
,
Paolo Sodini
,
Yajun Wang
,
Weiqiang Zhang
,
Guofu Zhou
,
Ning Zhu
| Citations: | 1 - 0 self |
BibTeX
@MISC{Liu_solvencyconstraint,,
author = {Hong Liu and Nick Barberis and Hendrik Bessembinder (the and Jonathan Berk and John Campbell and Jon Ingersoll and Ravi Jagannathan and Li Liao and Mark Loewen and Todd Milbourn and Stijn Van Nieuwerburgh and Valery Polkovnichenko and Paolo Sodini and Yajun Wang and Weiqiang Zhang and Guofu Zhou and Ning Zhu},
title = {Solvency Constraint, Underdiversification, and Idiosyncratic Risks},
year = {}
}
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Abstract
and the 2009 AFA conferences for very helpful suggestions. I am indebted to Kerry Back, Phil Dybvig, and Pietro Veronesi for their constructive comments that have significantly improved the paper. Send correspondence to Hong Liu at Olin Business School, Washing-
