1 Why Company-Specific Risk Changes over Time
James A. Bennett and Richard W. Sias
Financial Analysts Journal
Vol. 62, No. 5 (Sep. - Oct., 2006), pp. 89-100
(article consists of 12 pages)
Published by: CFA Institute
Stable URL: http://www.jstor.org/stable/4480775

2 Portfolio Analysis in a Stable Paretian Market
Eugene F. Fama
Management Science
Vol. 11, No. 3, Series A, Sciences (Jan., 1965), pp. 404-419
(article consists of 16 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2628055

3 The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results
M. J. Brennan
Journal of Financial and Quantitative Analysis (1975), 10: 483-496
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=6312020

4 Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification
Authors: Donald Lien1; Riza Demirer2
Source: Applied Financial Economics, Volume 14, Number 6, 15 March 2004 , pp. 447-456(10)
http://www.ingentaconnect.com/content/routledg/rafe/2004/00000014/00000006/art00009

5 Co-Kurtosis and Capital Asset Pricing
Hsing Fang, Tsong-Yue Lai
Financial Review
Volume 32, Issue 2, pages 293–307, May 1997
http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6288.1997.tb00426.x/abstract