Undiversifying during crises : is it a good idea?

Margherita Giuzio and Sandra Paterlini

Year of publication:	December 2016
Authors:	Giuzio, Margherita ; Paterlini, Sandra
Publisher:	[Cleveland, OH] : Federal Reserve Bank of Cleveland
Subject:	minimum variance portfolio \| sparsity \| diversification \| regularization methods \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Diversifikation \| Diversification

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