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  • Search: person:"Crezée, D.P."
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diversification 1 portfolio construction 1 risk reduction 1
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Free 1
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Crezée, D.P. 1 Swinkels, L.A.P. 1
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1
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Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1
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RePEc 1
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Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index
Crezée, D.P.; Swinkels, L.A.P. - Erasmus Research Institute of Management (ERIM), ERIM … - 2010
We investigate the construction of well-diversified high-conviction equity portfolios, building on Rudin and Morgan (2006) who introduced the Portfolio Diversification Index (PDI) as a new measure of portfolio diversification applied to long/short equity hedge funds in an in-sample period. We...
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