A portfolio diversification index

Journal of Portfolio Management

Volumn 32, Issue 2, 2006, Pages 81-89

  Rudin, Alexander M ^a   Morgan, Jonathan S ^b  

^a Julius Baer Financial Markets LLC   (United States)

^b Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644674932     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.611807     Document Type: Article

References (14)

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13. Lhabitant, Francois-Serge, and Michelle Learned. "Hedge Fund Diversification: How Much Is Enough?" FAME Research Paper No. 52, July 2002.
14. Toikka, M., E. Tom, M. Boldt-Christmas, and S. Bourgois. "Why It's a Tough Market." CSFB Quantitative Equity Derivatives Strategy, October 6, 2004.