International Diversification: An Extreme Value Approach
| Year of publication: |
2009-06-30
|
|---|---|
| Authors: | Chollete, Loran ; de la Pena, Victor ; Lu, Ching-Chih |
| Institutions: | Handelshøgskolen, Universitetet i Stavanger |
| Subject: | Diversification | Downside Risk | Correlation Complexity | Extreme Value | Systemic Risk |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series UiS Working Papers in Economics and Finance Number 2009/26 35 pages |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; F30 - International Finance. General ; G15 - International Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10004998792