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100   $a20171023h20172017  uy             0
101 0 $aeng
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181   $2rdacontent
182   $2rdamedia
183   $2rdacarrier
200 10$aPortfolio diversification /$fFrancois-Serge Lhabitant
210  1$aLondon, [England] ;$aOxford, [England] :$cISTE Press :$cElsevier,$d2017.
210  4$dİ2017
215   $a1 online resource (276 pages)
320   $aIncludes bibliographical references and index.
327   $aPortfolio 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.
330   $aPortfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's overall risk. In this book, readers will find a comprehensive introduction and analysis of various dimensions of portfolio diversification (assets, maturities, industries, countries, etc.), along with time diversification strategies (long term vs. short term diversification) and diversification using other risk measures than variance. Several tools to quantify and implement optimal diversification are discussed and illustrated.--$cProvided by Publisher.
606   $aPortfolio management
615  0$aPortfolio management.
676   $a332.6
700   $aLhabitant$b Franc?ois-Serge$0871915
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910583010603321
996   $aPortfolio diversification$91946733
997   $aUNINA