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  • Release : 01 January 1970
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Portfolio Diversification

Portfolio Diversification
  • Author : Francois-Serge Lhabitant
  • Publisher : Elsevier
  • Release : 26 September 2017
GET THIS 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


I Will Teach You to Be Rich, Second Edition

I Will Teach You to Be Rich, Second Edition
  • Author : Ramit Sethi
  • Publisher : Workman Publishing
  • Release : 14 May 2019
GET THIS BOOKI Will Teach You to Be Rich, Second Edition

The groundbreaking NEW YORK TIMES and WALL STREET JOURNAL BESTSELLER that taught a generation how to earn more, save more, and live a rich life—now in a revised 2nd edition. Buy as many lattes as you want. Choose the right accounts and investments so your money grows for you—automatically. Best of all, spend guilt-free on the things you love. Personal finance expert Ramit Sethi has been called a “wealth wizard” by Forbes and the “new guru on the


Wine Investment for Portfolio Diversification

Wine Investment for Portfolio Diversification
  • Author : Mahesh Kumar
  • Publisher : Board & Bench Pub
  • Release : 02 March 2021
GET THIS BOOKWine Investment for Portfolio Diversification

Mahesh Kumar, BA (Hons), ACMA, ATT, CMC, MBA a London based, chartered accountant and financial professional develops the Fine Wine Index and documents how investment in fine wines over the past 20 years equal 'or exceed' the return from stocks and bonds. Based on the Nobel Prize winning portfolio theory of Harvey Markovitz, the author provides a mean-variance model with expected return, standard deviations (risk) and correlations between asset returns. Since portfolios including Fine Wines have higher Sharpe ratios than stocks


Portfolio Selection

Portfolio Selection
  • Author : Harry M. Markowitz
  • Publisher : Yale University Press
  • Release : 28 January 1968
GET THIS BOOKPortfolio Selection

Applies modern techniques of analysis and computation to the problem of finding combinations of securities that best meet the needs of the private institutional investor. Written primarily with the nonmathematician in mind, although it contains mathematical development of the subject in appendixes.


Portfolio Diversification

Portfolio Diversification
  • Author : Francois-Serge Lhabitant
  • Publisher : Elsevier
  • Release : 26 September 2017
GET THIS 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


Windfall 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 : 01 October 1999
GET THIS 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



Diversification and Portfolio Management of Mutual Funds

Diversification and Portfolio Management of Mutual Funds
  • Author : G. Gregoriou
  • Publisher : Springer
  • Release : 17 November 2006
GET THIS 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.


Diversification and Portfolio Management of Mutual Funds

Diversification and Portfolio Management of Mutual Funds
  • Author : G. Gregoriou
  • Publisher : Springer
  • Release : 17 November 2006
GET THIS 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.




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 : 01 December 2003
GET THIS 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



Managing Diversified Portfolios

Managing Diversified Portfolios
  • Author : Daniel O. Klier
  • Publisher : Springer Science & Business Media
  • Release : 28 May 2009
GET THIS BOOKManaging Diversified Portfolios

There has been a long tradition of research on the relation between diversification and performance of public corporations in the strategy and finance fields. As for private equity portfolios, research on this matter is rather scarce. From a theoretical as well as from a practical perspective, however, it is interesting to know more about the relation between private equity portfolio diversification and performance, how private equity firms manage their portfolios, and what public companies can learn from private equity firms.