More eggs in more robust baskets

Category: Global
By Lionel Martellini*

Effective measures of portfolio diversification for risk reporting

Risk reporting, which is the subject of the New Frontiers in Risk Assessment and Performance Reporting research chair at EDHEC-Risk Institute, supported by CACEIS, is increasingly regarded by sophisticated investors as an important ingredient in their decision-making process, and a large number of indicators are now available to help them assess the risks of their portfolio

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