02077nam 2200397 450 991058301060332120230120002706.00-08-101786-31-78548-191-6(CKB)3800000000216848(MiAaPQ)EBC5061426(EXLCZ)99380000000021684820171023h20172017 uy 0engurcnu||||||||rdacontentrdamediardacarrierPortfolio diversification /Francois-Serge LhabitantLondon, [England] ;Oxford, [England] :ISTE Press :Elsevier,2017.©20171 online resource (276 pages)Includes bibliographical references and index.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, Multiperiod Models and Time Diversification -- Portfolio Diversification in Practice.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.--Provided by Publisher.Portfolio managementPortfolio management.332.6Lhabitant François-Serge871915MiAaPQMiAaPQMiAaPQBOOK9910583010603321Portfolio diversification1946733UNINA