Portfolio diversification - Lhabitant, François-Serge (Elsevier, 2017)
Portfolio Size, Weights and Entropy-based Diversification Modern Portfolio Theory and Diversification Naive Portfolio Diversification Risk-budgeting and Risk-based Portfolios Factor Models and Portfolio Diversification Non-normal Return Distributions, Multi-period Models and Time Diversification Portfolio Diversification in Practice
Includes bibliographical references and index