Seminar 217, Risk Management: How elementary is diversification?

Risk Seminar
Mar 5, 2019 11:00am to 12:30pm
648 Evans Hall
Happening As Scheduled
Diversification is a fundamental concept in financial economics, risk management, and decision theory. From a broad perspective, it conveys the idea of introducing variety to a set of objects. Today, there is general consensus that some form of diversification is beneficial in asset allocation, however its definition is context-dependent and there is no consensus on a widely accepted,...
Speakers: Ola Mahmoud, University of Zurich (Speaker - Featured)