The concept of diversification is central in finance and has become even more so since the
2008 financial crisis. In this article, the authors introduce a new measure for diversification. …

A number of different classification systems exist to assist portfolio managers in diversifying
exposure to industry- or sector-specific risk. Recently a new system was added, the Industry …

Purpose – The purpose of this paper is to compare two opposite approaches chosen to
regulate an industry. Design/methodology/approach – The approach is based on studying the …

Using a well‐established methodology to measure aggregate insider trading, this exploratory
study examines the relation between aggregate insider trading and future stock market …

Standard sector classification frameworks present drawbacks that might hinder portfolio
managers. This article introduces a new nonparametric approach to equity classification. …

When The Wall Street Journal used a monkey to choose stocks to invest in, it failed to launch
a more comprehensive experiment based on the same principle. Using a probabilistic …

… 2013 - Portfolio Choice with Independent Components - Maximilian Vermorken … I, Maximilian
AM Vermorken confirm that the work presented in this thesis is my own. Where information …

The limitations to traditional measures of portfolio diversification, including the ability to
protect against catastrophic events, were revealed in the 2008 global financial crisis. In The …

Salivary gland carcinomas (SGC) are relatively rare tumors with an annual worldwide
incidence of 0.07% corresponding to 52,799 cases each year according to the Global Cancer …

… Co-author Alphons Vermorken provided me with the necessary data to explore the research
question, whilst co-author Maximilian Vermorken offered comments and general feedback …