Connectedness versus diversification : two sides of the same coin
Year of publication: |
2021
|
---|---|
Authors: | Torrente, Maria-Laura ; Uberti, Pierpaolo |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 3, p. 639-655
|
Subject: | Diversification | Connectedness | Systemic risk | Portfolio risk | Portfolio-Management | Portfolio selection | Diversifikation | Systemrisiko | Risiko | Risk |
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