Showing 1 - 10 of 114
This paper demonstrates that aggregate losses are necessarily low as long as we remain under the standard assumptions of LDA models. Moreover empirical findings show that the correlation between two aggregate losses is typically below 5%, which opens a wide scope for large diversification...
Persistent link: https://www.econbiz.de/10015231462
Persistent link: https://www.econbiz.de/10003287293
Persistent link: https://www.econbiz.de/10001185052
Persistent link: https://www.econbiz.de/10001205675
Persistent link: https://www.econbiz.de/10009883665
Persistent link: https://www.econbiz.de/10003963517
Persistent link: https://www.econbiz.de/10000980270
Persistent link: https://www.econbiz.de/10000878548
Persistent link: https://www.econbiz.de/10000936717
Persistent link: https://www.econbiz.de/10001238755