{"title":"多样化的潜在","authors":"V. Papathanakos","doi":"10.2139/ssrn.3622775","DOIUrl":null,"url":null,"abstract":"In these working notes, we introduce the concept of the diversification potential, which expresses the maximum diversification premium available by rebalancing to fixed target weights for a collection of assets. We distinguish between two forms of diversification potential: the unconstrained (which allows portfolios with short positions) and the constrained (which only permits long-only portfolios).","PeriodicalId":208149,"journal":{"name":"Finance Educator: Courses","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-06-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Diversification Potential\",\"authors\":\"V. Papathanakos\",\"doi\":\"10.2139/ssrn.3622775\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In these working notes, we introduce the concept of the diversification potential, which expresses the maximum diversification premium available by rebalancing to fixed target weights for a collection of assets. We distinguish between two forms of diversification potential: the unconstrained (which allows portfolios with short positions) and the constrained (which only permits long-only portfolios).\",\"PeriodicalId\":208149,\"journal\":{\"name\":\"Finance Educator: Courses\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-06-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Finance Educator: Courses\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3622775\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance Educator: Courses","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3622775","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In these working notes, we introduce the concept of the diversification potential, which expresses the maximum diversification premium available by rebalancing to fixed target weights for a collection of assets. We distinguish between two forms of diversification potential: the unconstrained (which allows portfolios with short positions) and the constrained (which only permits long-only portfolios).
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