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the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case of fat …
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diversification against the benefits in terms of the standard deviation of the returns. Suppose a safety first investor cares about …
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Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy Uncertainty" is to highlight some areas of research in...
Persistent link: https://www.econbiz.de/10010366930