Systemic risk and diversification across European banks and insurers
Year of publication: |
2013
|
---|---|
Authors: | Slijkerman, Jan Frederic ; Schoenmaker, Dirk ; Vries, Casper G. de |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 3, p. 773-785
|
Subject: | Financial conglomerates | Diversification | Extreme value theory | Diversifikation | Bank | Versicherung | Insurance | Finanzsektor | Financial sector | Systemrisiko | Systemic risk | EU-Staaten | EU countries | Konglomerat | Conglomerate | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management |
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