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.
|Type :||Publication EDHEC|
|Date :||le 03/02/2014|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|