Incorporating Diversification into Risk Management

Author

Mitchell Craig Warachka, Singapore Management UniversityFollow
A. Purnanandam
Y. Zhao
W.T. Ziemba

Publication Type

Conference Paper

Publication Date

2003

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Publication

Australasian Finance and Banking Conference

Citation

Warachka, Mitchell Craig; Purnanandam, A.; Zhao, Y.; and Ziemba, W.T.. Incorporating Diversification into Risk Management. (2003). Australasian Finance and Banking Conference.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1562