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~person:"Busse, Marc"
~subject:"Portfolio management"
~subject:"expected shortfall"
~type_genre:"Article"
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The impact of systemic risk on the diversification benefits of a risk
portfolio
Busse, Marc
;
Dacorogna, Michel
;
Katz, Marie
- In:
Risks
2
(
2014
)
3
,
pp. 260-276
probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a
portfolio
of insurance …
Persistent link: https://www.econbiz.de/10010421271
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