This video discusses the impact of the number of portfolio constituents on the diversification. Then we will show how to calculate correlations between multiple data ranges in one shot using Excel add-ins. Next, the Herfindahl Hirschman Index or HHI that is used to measure portfolio diversification. All theoretical concepts are further explained with hands-on Excel examples. Good Luck!
André Koch
Stachanov Solutions & Services
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Keywords: Stachanov,Stachanov Solutions & Services,André Koch,HHI,Herfindahl-Hirschman Index,Diversification,Concentration,Concentration risk,Standard deviation,Sigma,Rho,CORREL,Excel,Portfolio management,Risk mitigation,CESAG,Micro Finance;risk management,banking course;credit risk;credit risk modelling,Basel Accords,
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