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

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