from dependent risk factors. Moreover, we examine the diversification effects under this setup …

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 …

to also introduce a natural diversification score, the Effective Number of Minimum-Torsion Bets, which we use to measure … and manage diversification.We discuss the advantages of the Minimum-Torsion Bets over the traditional approach to … diversification based on marginal contributions to risk. We present two case studies, a security-based investment in the stocks of the …

investment diversification on financial performance of 17 Ethiopian Commercial Banks covering the period of 2013 … diversification positively affects the financial performance of commercial banks in Ethiopia. Therefore, banks should focus its work … to promote the confidence in portfolio diversification, develop marketing policies that encourage its use and establish …

frontier markets in global equity portfolio diversification is clearly less examined. We contribute to the existing literature …

We investigate the out-of-sample diversification benefits of risk parity portfolios by analyzing the properties an …

/09 another way to deal with diversification came up, that is equally-weighted risk contribution portfolio. This kind of procedure …