Seminar 217, Risk Management: How elementary is diversification?

Seminar 217, Risk Management: How elementary is diversification?

Risk Seminar
Mar 5, 2019, 11:00 AM - 12:30 PM | 648 Evans Hall | Happening As Scheduled
Speakers: Ola Mahmoud, University of Zurich (Speaker - Featured)
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,...