The Diversification Delta: A Higher-Moment
Measure for Portfolio Diversification

is a research fellow and Ph.D. candidate at the QASER Laboratory at University College London in London, UK, and a research fellow at the Centre Emile Bernheim of the Solvay Brussels School of Economics and Management in Brussels, Belgium.

is an associate professor of applied economics and the director of the QASER Laboratory at University College London in London, UK.

is an adjunct professor of finance at the John F. Welch College of Business, Sacred Heart University, in Luxembourg, and a fellow of the QASER Laboratory at University College London in London, UK, and the deputy head of division in the Capital Markets Department at the European Investment Bank in Luxembourg.