The limits of diversification when losses may be large
Year of publication: |
2007
|
---|---|
Authors: | Ibragimov, Rustam ; Walden, Johan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 8, p. 2551-2569
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
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