Portfolio diversification effects and regular variation in financial data
Namwon Hyung and Casper G. de Vries
| Year of publication: |
2001
|
|---|---|
| Authors: | Hyung, Namwon ; Vries, Casper G. de |
| Publisher: |
Rotterdam : ECFR |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| Extent: | 16 S |
|---|---|
| Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. - Vol. 2001,9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001692637