1. Portfolio Diversification Revisited. (2022). Shaw, Charles.
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2. Liquidity Constraints for Portfolio Selection Based on Financial Volume. (2020). Filomena, Tiago Pascoal ; Fernandes, Eduardo Bered.
   In: Computational Economics.
   RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09957-0.

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3. Impact of proportional transaction costs on systematically generated portfolios. (2020). Xie, Kangjianan ; Ruf, Johannes.
   In: LSE Research Online Documents on Economics.
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4. How much data do you need? An operational, pre-asymptotic metric for fat-tailedness. (2019). Taleb, Nassim Nicholas.
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5. Evaluating the Shariah-compliance of equity portfolios: The weighting method matters. (2019). Raza, Muhammad Wajid ; Boudt, Kris ; Wauters, Marjan.
   In: International Review of Financial Analysis.
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6. The impact of proportional transaction costs on systematically generated portfolios. (2019). Xie, Kangjianan ; Ruf, Johannes.
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7. Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Paterlini, Sandra ; Talmaciu, Andreea ; Kremer, Philipp J.
   In: Annals of Operations Research.
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8. Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Platanakis, Emmanouil ; Oikonomou, Ioannis.
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9. Portfolio diversification and systemic risk in interbank networks. (2017). Tasca, Paolo ; Deghi, Andrea ; Battiston, Stefano.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:82:y:2017:i:c:p:96-124.

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10. The economic benefits of market timing the style allocation of characteristic-based portfolios. (2016). Ardia, David ; Wauters, Marjan ; Boudt, Kris.
    In: The North American Journal of Economics and Finance.
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11. How to obtain high returns with lower volatility in emerging markets?. (2014). Agarwal, Nipun .
    In: Cogent Economics & Finance.
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12. Retirement savings investment choices: Sophisticated or naive?. (2014). Yap, Ghialy ; Gerrans, Paul.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:30:y:2014:i:c:p:233-250.

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13. Quantifying the impact of leveraging and diversification on systemic risk. (2014). Tasca, Paolo ; Schweitzer, Frank ; Mavrodiev, Pavlin .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:15:y:2014:i:c:p:43-52.

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14. Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis. (2011). Swanson, Peggy ; Phengpis, Chanwit.
    In: Review of Quantitative Finance and Accounting.
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15. The effect of capital wealth on optimal diversification: Evidence from the Survey of Consumer Finances. (2010). Melkumian, Alla A. ; Yunker, James A..
    In: The Quarterly Review of Economics and Finance.
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16. Asset Allocation under Hierarchical Clustering. (2010). Maringer, Dietmar ; Zhang, Jin.
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17. Diversification and Financial Stability. (). Tasca, Paolo ; battiston, stefano.
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