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

Maximilian A. Vermorken; Francesca R. Medda; Thomas Schröder

doi:10.3905/pa.2013.1.2.008

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

Maximilian A. Vermorken, Francesca R. Medda, Thomas Schröder and Joanna Wrighton

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.008

Maximilian A. Vermorken

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Francesca R. Medda

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Thomas Schröder

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Joanna Wrighton

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Practical Applications

Vol. 1, Issue 2

Fall 2013

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

Maximilian A. Vermorken, Francesca R. Medda, Thomas Schröder

Practical Applications Oct 2013, 1 (2) DOI: 10.3905/pa.2013.1.2.008