The Diversification Delta: A Higher-Moment Measure for Portfolio Diversification
Vermorken, Maximilian A, Medda, Francesca R, Schröder, ThomasVolume:
39
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2012.39.1.067
Date:
October, 2012
File:
PDF, 687 KB
english, 2012