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Portfolio diversification /
"Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's overall risk. In this book, readers will find a comprehensive introduction and analysis of various dimensions of portfolio diversifi...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
Elsevier,
2017.
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| Colección: | Quantitative finance set.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | "Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's overall risk. In this book, readers will find a comprehensive introduction and analysis of various dimensions of portfolio diversification (assets, maturities, industries, countries, etc.), along with time diversification strategies (long term vs. short term diversification) and diversification using other risk measures than variance. Several tools to quantify and implement optimal diversification are discussed and illustrated. Focuses on portfolio diversification across all its dimensionsIncludes recent empirical material that was created and developed specifically for this bookProvides several tools to quantify and implement optimal diversification."--Publisher description |
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| Notas: | Portfolio Size, Weights and Entropy-based Diversification Modern Portfolio Theory and Diversification Naive Portfolio Diversification Risk-budgeting and Risk-based Portfolios Factor Models and Portfolio Diversification Non-normal Return Distributions, Multi-period Models and Time Diversification Portfolio Diversification in Practice. |
| Descripción Física: | 1 online resource |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9780081017869 0081017863 |
| Acceso: | Owing to Legal Deposit regulations this resource may only be accessed from within National Library of Scotland on library computers. For more information contact enquiries@nls.uk. |