Francois-Serge Lhabitant
Portfolio Diversification
Gebonden Engels 2017 9781785481918
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
<p>1. Portfolio Size, Weights and Entropy-based Diversification<br>2. Modern Portfolio Theory and Diversification<br>3. Naive Portfolio Diversification<br>4. Risk-budgeting and Risk-based Portfolios<br>5. Factor Models and Portfolio Diversification<br>6. Non-normal Return Distributions, Multi-period Models and Time Diversification<br>7. Portfolio Diversification in Practice</p>
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan