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Diversification is clearly helpful in reducing risk but the risk level of one portfolio cannot be measured without knowing the risks of other major portfolios. A meta\u2010analysis can be used to compare alternative volatility measures in terms of their forecasting utility. Copyright \u00a9 2002 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.687","type":"journal-article","created":{"date-parts":[[2002,10,29]],"date-time":"2002-10-29T13:56:52Z","timestamp":1035899812000},"page":"447-456","source":"Crossref","is-referenced-by-count":23,"title":["Some comments on risk"],"prefix":"10.1002","volume":"17","author":[{"given":"Clive W. 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