Benefits of diversification in EU Capital Markets: Evidence from stock portfolios

Replication folder for the article Benefits of diversification in EU Capital Markets: Evidence from stock portfolios Contains all relevant code and data required to replicate all empirical and quantitative results included in the paper and its appendices - Readme.txt : detailed instructions relevant for replication - Data_article.xlsx : database used (except for data under licence) - Folder Codes : two R files to reproduce the different results (table and graphs) of the paper