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The Diversification Delta: A Higher-Moment Measure for Portfolio Diversification

Vermorken, MA; Medda, FR; Schroeder, T; (2012) The Diversification Delta: A Higher-Moment Measure for Portfolio Diversification. JOURNAL OF PORTFOLIO MANAGEMENT , 39 (1) pp. 67-74.

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Type: Article
Title: The Diversification Delta: A Higher-Moment Measure for Portfolio Diversification
Keywords: Social Sciences, Business, Finance, Business & Economics, BUSINESS, FINANCE, ENTROPY
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Engineering Science
URI: http://discovery.ucl.ac.uk/id/eprint/1343270
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