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Nauki ścisłe, ogólnie (503)

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Informacje szczegółowe o książce

Portfolio Diversification

ISBN 9781785481918

Autor: Lhabitant, Francois-Serge

Wydawca: Elsevier

Dostępność: 3-6 tygodni

Cena: 801,15 zł

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ISBN13:	9781785481918
Autor:	Lhabitant, Francois-Serge
Oprawa:	Hardback
Rok Wydania:	2017-09-01
Tematy:	PBUD

Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's overall risk. In this book, readers will find a comprehensive introduction and analysis of various dimensions of portfolio diversification (assets, maturities, industries, countries, etc.), along with time diversification strategies (long term vs. short term diversification) and diversification using other risk measures than variance. Several tools to quantify and implement optimal diversification are discussed and illustrated.

Focuses on portfolio diversification across all its dimensionsIncludes recent empirical material that was created and developed specifically for this bookProvides several tools to quantify and implement optimal diversification

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