Portfolio Diversification

Nonfiction, Science & Nature, Mathematics, Game Theory
Cover of the book Portfolio Diversification by Francois-Serge Lhabitant, Elsevier Science
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Author: Francois-Serge Lhabitant ISBN: 9780081017869
Publisher: Elsevier Science Publication: September 26, 2017
Imprint: ISTE Press - Elsevier Language: English
Author: Francois-Serge Lhabitant
ISBN: 9780081017869
Publisher: Elsevier Science
Publication: September 26, 2017
Imprint: ISTE Press - Elsevier
Language: English

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 dimensions
  • Includes recent empirical material that was created and developed specifically for this book
  • Provides several tools to quantify and implement optimal diversification
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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.

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