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

Arrival of 11 new professors at EDHEC
News
- 19-10-2018
EDHEC Business School continues to deliver on its strategic development plan by...
EDHEC-Risk and Swiss Life AM France set up a research chair to analyse the role of real estate in investment solutions
News
- 17-10-2018
Swiss Life Asset Managers France and EDHEC-Risk Institute have announced the creation...
Lionel Martellini speaking on the application of goal-based investing to retirement strategies at the TrackInsight European Summit in Paris on Nov 7
News
- 16-10-2018
Lionel Martellini, Professor of Finance, EDHEC Business School and Director, EDHEC-Risk...
The EDHEC Executive MBA rises six places in the Financial Times global ranking 2018
News
- 15-10-2018
The Financial Times published today its latest ranking of top Executive MBA programmes...