Self publishing is a bit like carrying all your eggs in one basket...
If you create a hit, your walls will be covered with greenbacks. It you flop, you might be completely out of business. It's pretty much what a publisher do, they gamble and put the money up front. If you want to be your own publisher, you also need to consider, where does the money come from to finance your projects, take mortgages or wait a title or five until you might be able to publish smaller titles yourself ? Interplay and Bethesda are two examples of how it can turn out for a company that is both publisher and developer
Just curious.