The Limits of Diversification and the Pricing of Tail Risk
Year of publication: |
2011
|
---|---|
Authors: | Cruz Lopez, Jorge |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Diversifikation | Diversification | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
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