Diversification can control probability of default or risk, but not both
Year of publication: |
2021
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Authors: | Cadenas, Pedro ; Gzyl, Henryk |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 2/73, p. 1-10
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Subject: | perceptions of risk | risk measures | short positions | systemic crisis | value at risk | Bank | Diversifikation | Diversification | Finanzsystem | Financial system | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14020073 [DOI] hdl:10419/239489 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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