图 书 馆
如何量化投资多样化的相关影响How to Quantify the Influence of Correlations on Investment Diversification |
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| 课程网址: | http://videolectures.net/ccss09_medo_htqtioc/ |
| 主讲教师: | Matuš Medo |
| 开课单位: | 弗里堡大学 |
| 开课时间: | 2009-07-10 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | When assets are correlated, benefits of investment diversification are reduced. To measure the influence of correlations on investment performance, a new quantity - the effective portfolio size - is proposed and investigated in both artificial and real situations. We show that in most cases, the effective portfolio size is much smaller than the actual number of assets in the portfolio and that it lowers even further during financial crises. |
| 关 键 词: | 投资多样化; 投资组合; 金融危机 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-12-27：lxf |
| 阅读次数: | 26 |