La bibliothèque des professionnels du Management proposée par Cyberlibris et la Librairie Eyrolles
Auteur(s): Lhabitant, Francois-Serge
Editeur: Elsevier Science
Année de Publication: 2017
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.