Portfolio diversification / François-Serge Lhabitant.
| Author/creator | Lhabitant, François-Serge |
| Format | Electronic |
| Publication Info | London, UK : ISTE Press ; Oxford, UK : Elsevier, 2017. |
| Description | xii, 262 pages : illustrations ; 24 cm. |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Supplemental Content | Full text available from eBook - Finance 2017 [EBCF17] |
| Subjects |
| Series | Quantitative 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 note | Includes bibliographical references and index. |
| Bibliography note | Includes bibliographical references (pages 231-260) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Issued in other form | ebook version : 9780081017869 |
| Genre/form | Electronic books. |
| LCCN | 2017276162 |
| ISBN | 1785481916 (hbk.) |
| ISBN | 9781785481918 (hbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |