Tiffanie Carli, Romain Deguest, Lionel Martellini: The present publication, “Improved Risk Reporting with Factor-Based Diversification Measures,” is drawn from the CACEIS research chair on “New Frontiers in Risk Assessment and Performance Reporting” at EDHEC-Risk Institute.
Research assistant at EDHEC-Risk Institute.
Senior research engineer at EDHEC-Risk Institute.
Professor of finance at EDHEC Business School andscientific director of EDHEC-Risk Institute.
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|Research Cluster :||Finance|