Improved Risk Reporting with Factor-Based Diversification Measures (EDHEC-Risk Institute)

February 2014

KEYWORDS: Risk Reporting, portfolio diversification, Institutional Investors, asset allocation

Authors:

EDHEC-Risk Institute

Organizations:
  • EDHEC-Risk Institute

Summary:

In a new publication entitled “Improved Risk Reporting with Factor-Based Diversification Measures,” EDHEC-Risk Institute encourages institutional investors to look carefully at the effectiveness of their portfolio diversification. CACEIS supports the research chair on “New Frontiers in Risk Assessment and Performance Reporting” in which this research was produced.

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