HIGHLIGHTS
- who: Maria-Laura Torrente from the Department of Economics, University of Genova, Via Vivaldi, , Genoa, Italy have published the Article: Risk-adjusted geometric diversified portfolios, in the Journal: (JOURNAL)
- what: In this paper exploiting a geometric argument a novel and intuitive approach to portfolio diversification is proposed. The authors propose a novel asset allocation rule which takes into account the specific risk of the assets and whose strategy is based on an intuitive geometrical idea of diversification. To differentiate from such maximum concentrated extreme cases, the authors propose to invest in the portfolio, called Risk . . .
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