portfolio diversity

2 dimensions of portfolio diversity

Portfolio diversity is a balancing act. Previously The post "Portfolio [...]

By Pat|2012-07-16T10:30:14+02:002012-07-16|Quant finance, R language|0 Comments

Diverse US portfolios did well in 2011

Constraining the maximum asset-portfolio correlation gave bigger returns and smaller [...]

By Pat|2012-05-08T09:36:55+02:002012-05-08|Quant finance|0 Comments

Portfolio diversity

How many baskets are your eggs in? Meucci diversity Attilio [...]

By Pat|2012-05-07T09:47:27+02:002012-05-07|Quant finance, R language|4 Comments