谚语篮子是不相关的风险因素！基于因子的框架：衡量和管理多资产投资解决方案中的分散化

Proverbial Baskets are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions

• Lionel Martellini · 北方高等商学院
• Vincent Milhau · 北方高等商学院