Portfolio diversification / François-Serge Lhabitant.

Author/creator Lhabitant, François-Serge
Format Electronic
Publication InfoLondon, UK : ISTE Press ; Oxford, UK : Elsevier, 2017.
Descriptionxii, 262 pages : illustrations ; 24 cm.
Supplemental ContentFull text available from eBooks on EBSCOhost
Supplemental ContentFull text available from eBook - Finance 2017 [EBCF17]
Subjects

SeriesQuantitative finance set
Quantitative finance set. UNAUTHORIZED
Contents 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.
Abstract 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.
Bibliography noteIncludes bibliographical references and index.
Bibliography noteIncludes bibliographical references (pages 231-260) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Issued in other formebook version : 9780081017869
Genre/formElectronic books.
LCCN 2017276162
ISBN1785481916 (hbk.)
ISBN9781785481918 (hbk.)

Availability

Library Location Call Number Status Item Actions
Electronic Resources ✔ Available