Improving portfolio diversification: Identifying the right baskets for putting your eggs
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DOI: 10.1002/mde.2939
Abstract: We measure the economic value of diversification for international multiasset investment strategies. This study implements five existing diversification measures and proposes a novel measure of diversification, the unsystematic risk ratio (URR). Only the URR and… read more here.
Keywords: diversification identifying; identifying right; diversification; improving portfolio ... See more keywords