Practical Applications of The Diversification Delta: A Higher-Moment Measure for Portfolio...

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[PDF][PDF] The diversification delta: A different perspective

YS Flores, RJ Bianchi, ME Drew… - Journal of Portfolio …, 2017 - academia.edu
In a 2012 article published in this Journal, Vermorken, Medda, and Schröder introduce a
new measure of diversification, the Diversification Delta (DD), based on the entropy of the …
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