Evans and Archer published a famous study dealing with
A) naïve diversification.
B) the variance/covariance matrix.
C) the reversion of beta to the mean.
D) the nonstationarity of beta.

Question

Quizplus · Accepted Answer

Evans and Archer's study is known for addressing the concept of naïve diversification, which involves spreading investments across a number of assets to reduce risk.

Evans and Archer Published a Famous Study Dealing with