Research and publications

Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions

The Journal of Portfolio Management, Vol. 44, Issue 2, Multi-Asset Special Issue 2018 

Author(s) :

Lionel Martellini, Vincent Milhau

Summary :

The Journal of Portfolio Management, Vol. 44, Issue 2, Multi-Asset Special Issue 2018 

Type : Academic Publication
Date : 10/01/2018