Vermorken, M and Medda, F and Schroder, T (2012) The Diversification Delta: a higher moment measure for portfolio diversification. The Journal of Portfolio Management: the journal for investment professionals , 39 (1) 67 - 74.
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|Title:||The Diversification Delta: a higher moment measure for portfolio diversification|
|UCL classification:||UCL > School of BEAMS > Faculty of Engineering Science > Civil, Environmental and Geomatic Engineering|
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