{"title":"Diversification Potential","authors":"V. Papathanakos","doi":"10.2139/ssrn.3622775","DOIUrl":null,"url":null,"abstract":"In these working notes, we introduce the concept of the diversification potential, which expresses the maximum diversification premium available by rebalancing to fixed target weights for a collection of assets. We distinguish between two forms of diversification potential: the unconstrained (which allows portfolios with short positions) and the constrained (which only permits long-only portfolios).","PeriodicalId":208149,"journal":{"name":"Finance Educator: Courses","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-06-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance Educator: Courses","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3622775","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
In these working notes, we introduce the concept of the diversification potential, which expresses the maximum diversification premium available by rebalancing to fixed target weights for a collection of assets. We distinguish between two forms of diversification potential: the unconstrained (which allows portfolios with short positions) and the constrained (which only permits long-only portfolios).
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
