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

Governance and Emotions at the Interface in the Family Business
News
- 12-01-2018
The Academy of Management (AOM), founded in 1936 in the United States, organizes its...
Interview with Julia Milner, PhD, new Academic Director of the Global MBA programme
News
- 11-01-2018
The Global MBA programme has a new Academic Director! Professor Julia Milner, PhD, has...
To sell or not to sell?
News
- 11-01-2018
Dr. Fabian Bernhard has been actively involved in the EDHEC Family Business Centre...
Highlights from EFBC 2017 Quarterly Research Meetings
News
- 10-01-2018
  With its new strategic orientation in 2017, The EDHEC Family Business Centre (...