. Under this paradigm the maximum diversification portfolio is equivalent to a risk parity strategy with respect to the … diversified risk parity strategy. Moreover, we explore the risk and diversification characteristics of traditional risk …Striving for maximum diversification we follow Meucci (2009) in measuring and managing a multi-asset class portfolio …

Examines ways in which diversification ofindustry-specialized portfolios contributes to macro-risk reduction … venture capitalists diversify their portfolios.The authors illustrate within-industry portfolio diversification in the … offered to analyze diversification strategiesusing data from the German life science industry—industry reports, life …

We investigate the out-of-sample diversification benefits of risk parity portfolios by analyzing the properties an … asset class has to fulfill in order to be beneficial in a risk parity strategy and compare them with benefits present in … other heuristic weighting techniques, especially risk-based strategies. We find that risk parity portfolios achieve a …