Portfolio Diversification Measures
The article suggests a new portfolio diversification measure, built from any given risk measure, that meets standard theoretical properties for portfolio diversification.
Featured in No. 51 on 28 May 2024 · 4 days after release
- Released
- 24 May 2024
- First featured
- No. 51 · 28 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4840399
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