Diversification in heavy-tailed portfolios : properties and pitfalls
Georg Mainik; Paul Embrechts
| Year of publication: |
2013
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|---|---|
| Authors: | Mainik, Georg ; Embrechts, Paul |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-4995, ZDB-ID 22133707. - Vol. 7.2013, 1, p. 26-45
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010117332