The so-called risk diversification principle is analyzed, showing that its convenience depends on individual …

different activity portfolios. The results suggest that the diversification effect in the study area is limited due to high … increasing income. -- Climate risk ; agricultural diversification ; portfolio theory ; Sub Saharan Africa …

and rotated Clayton copulas overstate the benefits of diversification in the economy, while the rotated Gumbel and Clayton …

geographical diversification have been subjected to test. The validation of the said theory has been made via hypothesis testing in …

Analytic solutions to Risk Parity, Maximum Diversification, and Minimum Variance portfolios provide useful perspectives … Diversification and Minimum Variance portfolios. On the other hand, all investable assets are included in Risk Parity portfolios, and …

Striving for maximum diversification we follow Meucci (2009) in measuring and managing a multi-asset class portfolio …. Under this paradigm the maximum diversification portfolio is equivalent to a risk parity strategy with respect to the … diversified risk parity strategy. Moreover, we explore the risk and diversification characteristics of traditional risk …

diversification index to account for complexity, we find robust evidence consistent with mispricing among the most diversified large …

the first application of stable distributions to real estate portfolio returns provides evidence that diversification … diversification effects in property portfolios, and only to a certain time-dependent extent. The results have strong implications for …

to provide convincing results. DRP strives for maximum diversification along uncorrelated risk sources. A straightforward …

, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework …