Review paper

All the bottles in one basket? Evaluating the effect of intra-industry diversification on risk

Volume: 54, Issue: 1, Pages: 101973 - 101973
Published: Feb 1, 2021
Abstract
This paper develops a framework using Monte Carlo simulation to examine risk/return properties of intra-industry product portfolio composition and diversification. We use product-level data covering all Swedish sales of alcoholic beverages to describe the risk profiles of wholesalers and how they are affected by actual and hypothetical changes to product portfolios. Using a large number of counterfactual portfolios we quantify the...
Paper Details
Title
All the bottles in one basket? Evaluating the effect of intra-industry diversification on risk
Published Date
Feb 1, 2021
Volume
54
Issue
1
Pages
101973 - 101973
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