Concepedia

Concept

portfolio risk

Parents

391

Publications

26.9K

Citations

742

Authors

411

Institutions

About

Portfolio risk is a fundamental concept in finance and investment theory that quantifies the uncertainty associated with the potential future returns of a collection of assets held together as a portfolio. This academic concept investigates how the individual risks and volatilities of constituent assets interact and aggregate, considering their correlations, to determine the overall risk profile of the combined portfolio. Its key characteristics include the demonstration of diversification benefits, where the total portfolio risk can be lower than the sum of individual asset risks, and the distinction between systematic (non-diversifiable) and unsystematic (diversifiable) risk components. The significance of portfolio risk lies in its critical role for investors, fund managers, and regulators in optimizing asset allocation, managing exposure to market fluctuations, and establishing appropriate risk management frameworks to achieve investment objectives.

Top Authors

Rankings shown are based on concept H-Index.

JE

IESE Business School

MM

Erasmus University Rotterdam

MA

United Arab Emirates University

FJ

Ecole des Hautes Etudes Commerciales du Nord

XH

University of Science and Technology Beijing

Top Institutions

Rankings shown are based on concept H-Index.

Erasmus University Rotterdam

Rotterdam, The Netherlands

Rotterdam, The Netherlands

Columbia University

New York, United States

University of Bergamo

Bergamo, Italy