Simulating and calibrating diversification against black swans

Namwon Hyung; Casper G. de Vries

Year of publication:	2012
Authors:	Hyung, Namwon ; Vries, Casper G. de
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 8, p. 1162-1175
Subject:	Portfolio diversification \| Downside risk \| Heavy tails \| Calibration \| Portfolio-Management \| Portfolio selection \| Simulation \| Risikomaß \| Risk measure \| Theorie \| Theory \| Diversifikation \| Diversification \| Risiko \| Risk

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