How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk
Year of publication: |
2012
|
---|---|
Authors: | Ciciretti, Rocco ; Corvino, Raffaele |
Published in: |
Journal of Financial Transformation. - Capco Institute. - Vol. 34.2012, p. 195-210
|
Publisher: |
Capco Institute |
Subject: | Portfolio diversification | Asset class allocation | Systemic and systematic risk | Market crash |
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