The limits of diversification when losses may be large
Rustam Ibragimov, Johan Walden
| Year of publication: |
2007
|
|---|---|
| Authors: | Ibragimov, Rustam ; Walden, Johan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 8, p. 2551-2569
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003522982