Portfolio diversification effects and regular variation in financial data
Year of publication: |
2001
|
---|---|
Authors: | Hyung, Namwon ; Vries, Casper G. de |
Publisher: |
Amsterdam [u.a.] |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
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