2017-01-26
Portfolio concentration
Publication
Publication
Het concentratieniveau van portefeuilles
The main objective of this research is to introduce a toolbox using the specialization and concentration measures as an additional descriptor of the investment portfolio. The outputs of this toolbox (specialization and concentration of an investment portfolio) are an additional information provided to the investor that can be used in the investment process as well as to assess and dynamically adjust the portfolio in the monitoring process.
| Additional Metadata | |
|---|---|
| J. Spronk (Jaap) | |
| Erasmus University Rotterdam | |
| hdl.handle.net/1765/94975 | |
| ERIM Ph.D. Series Research in Management | |
| Organisation | Erasmus Research Institute of Management |
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Chammas, G. (2017, January 26). Portfolio concentration (No. EPS-2017-410-F&A). ERIM Ph.D. Series Research in Management. Retrieved from http://hdl.handle.net/1765/94975 |
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