---
title: Portfolio Diversification Measures
url: https://www.ml-quant.com/papers/ssrn/4840399/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4840399
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840399
featured: 2024-05-28
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840399
- Identifier: SSRN 4840399
- Released: 2024-05-24
- First featured: Quant Letter No. 51 (2024-05-28): https://www.ml-quant.com/issues/2024-05-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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