points. In terms of proportional losses, a loss of 50% or more of the remaining cash endowment increases diversification … endowment, previous diversification strategy, relative difficulty of questions, the ability level of participants, and other …

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