Portfolio Diversification

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  • Publisher : Elsevier
  • Release : 26 September 2017
  • ISBN : 9780081017869
  • Page : 274 pages
  • Rating : 4.5/5 from 103 voters

Portfolio Diversification Book PDF summary

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. Focuses on portfolio diversification across all its dimensions Includes recent empirical material that was created and developed specifically for this book Provides several tools to quantify and implement optimal diversification

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Portfolio Diversification

Portfolio Diversification
  • Author : Francois-Serge Lhabitant
  • Publisher : Elsevier
  • Release Date : 2017-09-26
  • ISBN : 9780081017869
DOWNLOAD BOOKPortfolio Diversification

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. Focuses on

Beyond Diversification: What Every Investor Needs to Know About Asset Allocation

Beyond Diversification: What Every Investor Needs to Know About Asset Allocation
  • Author : Sebastien Page
  • Publisher : McGraw Hill Professional
  • Release Date : 2020-11-10
  • ISBN : 9781260474886
DOWNLOAD BOOKBeyond Diversification: What Every Investor Needs to Know About Asset Allocation

Generate solid, long-term profits with a portfolio allocated for your investing needs Asset allocation is the key to investing performance. Unfortunately, no single approach works perfectly—developing the right balance requires a clear-eyed look at the many models available to you, various investing methodologies, and your or your client’s level of risk tolerance. And that’s where this important guide comes in. Written by a leading allocation expert from T. Rowe Price, Beyond Diversification provides the knowledge, insights, and

Portfolio Selection

Portfolio Selection
  • Author : Harry Markowitz
  • Publisher : Yale University Press
  • Release Date : 2008-10-01
  • ISBN : 9780300013726
DOWNLOAD BOOKPortfolio Selection

Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securities that best meet the needs of private or institutional investors.

In Pursuit of the Perfect Portfolio

In Pursuit of the Perfect Portfolio
  • Author : Andrew W. Lo,Stephen R. Foerster
  • Publisher : Princeton University Press
  • Release Date : 2021-08-17
  • ISBN : 9780691222684
DOWNLOAD BOOKIn Pursuit of the Perfect Portfolio

How the greatest thinkers in finance changed the field and how their wisdom can help investors today Is there an ideal portfolio of investment assets, one that perfectly balances risk and reward? In Pursuit of the Perfect Portfolio examines this question by profiling and interviewing ten of the most prominent figures in the finance world—Jack Bogle, Charley Ellis, Gene Fama, Marty Leibowitz, Harry Markowitz, Bob Merton, Myron Scholes, Bill Sharpe, Bob Shiller, and Jeremy Siegel. We learn about the

Asymmetric Dependence in Finance

Asymmetric Dependence in Finance
  • Author : Jamie Alcock,Stephen Satchell
  • Publisher : John Wiley & Sons
  • Release Date : 2018-03-05
  • ISBN : 9781119289012
DOWNLOAD BOOKAsymmetric Dependence in Finance

"Asymmetric Dependence (hereafter, AD) is usually thought of as a cross-sectional phenomenon. Andrew Patton describes AD as "stock returns appear to be more highly correlated during market downturns than during market upturns." (Patton, 2004) Thus at a point in time when the market return is increasing we might expect to find the correlation between any two stocks to be, on average, lower than the correlation between those same two stocks when the market return is negative. However the term can also

Wiser Investing

Wiser Investing
  • Author : Benjamin C. Halliburton
  • Publisher : Forbesbooks
  • Release Date : 2019-02-14
  • ISBN : 1946633437
DOWNLOAD BOOKWiser Investing

Diversification Works Many investors share a short-term outlook, narrowing their focus so much that they miss the long game being strategically implemented by the uber-wealthy and institutions. While you've not been doing anything wrong by using just stocks and bonds, what if you could now obtain wiser investment strategies? Don't put all your eggs in one basket when building your portfolio. In Wiser Investing: Diversify Your Portfolio Beyond Stocks and Bonds, Benjamin C. Halliburton will teach you strategies that can

7Twelve

7Twelve
  • Author : Craig L. Israelsen
  • Publisher : John Wiley & Sons
  • Release Date : 2010-07-02
  • ISBN : 0470649879
DOWNLOAD BOOK7Twelve

A proven way to put together a portfolio that enhances performance and reduces risk Professor Craig Israelsen of Brigham Young University is an important voice in the area of asset allocation. The reason? He keeps things simple. Now, in 7Twelve, he shows you how to do the same, and demonstrates how his approach to investing can help you grow your money as well as protect it. 7Twelve outlines a multi-asset balanced portfolio that is a logical starting point when assembling

Undiversified

Undiversified
  • Author : Ellen Carr,Katrina Dudley
  • Publisher : Columbia University Press
  • Release Date : 2021-08-03
  • ISBN : 9780231551533
DOWNLOAD BOOKUndiversified

Diversification is a core principle of investing. Yet money managers have not applied it to their own ranks. Only around 10 percent of portfolio managers—the people most directly responsible for investing your money—are female, and the numbers are even worse at the ownership level. What are the causes of this underrepresentation, and what are its consequences—including for firms’ and clients’ bottom lines? In Undiversified, experienced practitioners Ellen Carr and Katrina Dudley examine the lack of women in investment

Windfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments

Windfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments
  • Author : Frederik Bruns
  • Publisher : Diplomica Verlag
  • Release Date : 2013
  • ISBN : 9783842887992
DOWNLOAD BOOKWindfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments

Modern Portfolio Theory is a theory which was introduced by Markowitz, and which suggests the building of a portfolio with assets that have low or, in the best case, negative correlation. In times of financial crises, however, the positive diversification effect of a portfolio can fail when Traditional Assets are highly correlated. Therefore, many investors search for Alternative Asset classes, such as Renewable Energies, that tend to perform independently from capital market performance. 'Windfall Profit in Portfolio Diversification?' discusses

Portfolio Diversification, Leverage, and Financial Contagion

Portfolio Diversification, Leverage, and Financial Contagion
  • Author : Mr.Garry J. Schinasi,T. Todd Smith
  • Publisher : International Monetary Fund
  • Release Date : 1999-10-01
  • ISBN : 9781451855791
DOWNLOAD BOOKPortfolio Diversification, Leverage, and Financial Contagion

Models of “contagion” rely on market imperfections to explain why adverse shocks in one asset market might be associated with asset sales in many unrelated markets. This paper demonstrates that contagion can be explained with basic portfolio theory without recourse to market imperfections. It also demonstrates that “Value-at-Risk” portfolio management rules do not have significantly different consequences for portfolio rebalancing and contagion than other rules. The paper’s main conclusion is that portfolio diversification and leverage may be sufficient to

Financial Globalization, Portfolio Diversification, and the Pattern of International Trade

Financial Globalization, Portfolio Diversification, and the Pattern of International Trade
  • Author : Miklós Koren
  • Publisher : International Monetary Fund
  • Release Date : 2003-12-01
  • ISBN : 9781451875614
DOWNLOAD BOOKFinancial Globalization, Portfolio Diversification, and the Pattern of International Trade

The paper provides a general-equilibrium model where incomplete international financial markets lead to insufficient industrial specialization and low international trade. As international portfolio diversification is limited and productivity is uncertain, investors wish to maintain a diversified industrial structure rather than specializing according to their comparative advantage. Financial globalization then induces more specialization and more trade. The present framework yields explicit closed-form solutions for the volume and the structure of trade. Empirical results support the implications of the theory. Trade in

Investment Management

Investment Management
  • Author : Robert L. Hagin
  • Publisher : John Wiley & Sons
  • Release Date : 2004-02-01
  • ISBN : 9780471483816
DOWNLOAD BOOKInvestment Management

A new look at the important issue of investment management in the 21st century Written for professional and private investors-as well as fiduciaries who rely on investment professionals-this book presents the content of an advanced investment-management course in an easy-to-read, question-and-answer format. Robert L. Hagin (Haverford, PA) is a 30-year investment management veteran who recently retired as Executive Director for Morgan Stanley Investment Management.

Diversification and Portfolio Management of Mutual Funds

Diversification and Portfolio Management of Mutual Funds
  • Author : G. Gregoriou
  • Publisher : Palgrave Macmillan
  • Release Date : 2007-01-01
  • ISBN : 1349285412
DOWNLOAD BOOKDiversification and Portfolio Management of Mutual Funds

This book addresses the importance of diversification for reducing volatility of investment portfolios. It shows how to improve investment efficiency, and explains how international diversification reduces overall risk while enhancing performance. This book is a crucial tool for any investor looking to improve the profit gain from their investment.

I Will Teach You to Be Rich

I Will Teach You to Be Rich
  • Author : Ramit Sethi
  • Publisher : Yellow Kite
  • Release Date : 2020-04-28
  • ISBN : 1529306582
DOWNLOAD BOOKI Will Teach You to Be Rich

If you think financial health is beyond your reach, think again. I Will Teach You To Be Rich is the modern money classic that has revolutionised the lives of countless people all over the world, teaching them how to effectively manage their finances, demolish their debt, save better and get the most out of their bank accounts, credit cards and investments. Now, Ramit Sethi, who has been described by Forbes as a 'wealth wizard' and by Fortune as 'the new

Diversification and Portfolio Management of Mutual Funds

Diversification and Portfolio Management of Mutual Funds
  • Author : G. Gregoriou
  • Publisher : Springer
  • Release Date : 2006-11-17
  • ISBN : 9780230626508
DOWNLOAD BOOKDiversification and Portfolio Management of Mutual Funds

This book addresses the importance of diversification for reducing volatility of investment portfolios. It shows how to improve investment efficiency, and explains how international diversification reduces overall risk while enhancing performance. This book is a crucial tool for any investor looking to improve the profit gain from their investment.