ISBN 13 : 978-1785481918

Contents :
Introduction

1. Portfolio Size, Weights and Entropy-based Diversification
2. Modern Portfolio Theory and Diversification
3. Naive Portfolio Diversification
4. Risk-budgeting and Risk-based Portfolios
5. Factor Models and Portfolio Diversification
6. Non-normal Return Distributions, Multi-period Models and Time Diversification
7. Portfolio Diversification in Practice

Nbre volumes : 0

Language : English

Series : QUANTITATIVE FINANCE SET

Figure(s) : Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Faculty's books : Oui

Owner : Bibliothèque