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Portfolio Diversification

1st Edition - September 1, 2017

Author: Francois-Serge Lhabitant

Language: English
Hardback ISBN:
9 7 8 - 1 - 7 8 5 4 8 - 1 9 1 - 8
eBook ISBN:
9 7 8 - 0 - 0 8 - 1 0 1 7 8 6 - 9

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 b… Read more

Portfolio 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.