Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions

The Journal of Portfolio Management, Vol. 44, Issue 2, Multi-Asset Special Issue 2018
 

Author(s):

Lionel Martellini

Director of EDHEC-Risk Institute
Senior Scientific Advisor ERI Scientific Beta
Professor of Finance - EDHEC Business School

Vincent Milhau

Research Director - Finance
EDHEC-Risk Institute

The Journal of Portfolio Management, Vol. 44, Issue 2, Multi-Asset Special Issue 2018
 

Type: Academic publication
Date: le 10/01/2018
Research Cluster : Finance
Source : The Journal of Portfolio Management

See Also

Expert Talk – Philippe Foulquier: When finance informs decision-making
Publication
- 12-12-2018
Philippe Foulquier, PhD, is a Professor of Finance and the Director of EDHEC Paris...
EDHEC launches MSc in Global & Sustainable Business
News
- 12-12-2018
EDHEC Business School will offer a one-year Master of Science degree in Global &...
Entrepreneurship prize - the Trophees d'Asie
News
- 07-12-2018
On 6th December, EDHEC Business School had the pleasure of sponsoring the...
EDHEC Business School and CFTE to Launch Fintech Hybrid Certificate in 2019
News
- 07-12-2018
EDHEC Business School and the Centre for Finance, Technology and Entrepreneurship (CFTE...