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Diversification Limit of Quantiles Under Dependence Uncertainty

Bignozzi, Valeria - 2016

In this paper, we investigate the asymptotic behavior of the portfolio diversification ratio based on Value …-at-Risk (quantile) under dependence uncertainty, which we refer to as "worst-case diversification limit." We show that the worst …-case diversification limit is equal to the upper limit of the worst-case diversification ratio under mild conditions on the portfolio …

Persistent link: https://www.econbiz.de/10013004872

Evaluation of Icelandic trade flows, the gravity model approach

Helga Kristjánsdóttir (contributor) - 2006

Persistent link: https://www.econbiz.de/10003413688

Substitution between inward and outward foreign direct investment

Helga Kristjánsdóttir (contributor) - 2006

Persistent link: https://www.econbiz.de/10003413691

Icelandic development assistance : a comparative assessment

Helga Kristjánsdóttir; Thorvaldsson, Sverrir Kristjan - 2010

Persistent link: https://www.econbiz.de/10008798992

Exports under the flicker of the northern lights

Helga Kristjánsdóttir (contributor) - 2008

Picture a small open economy in the North Atlantic Ocean, highly dependent on trade with the EU and NAFTA. How important are these trading blocs to the country's exports? How important is the country's location and size, and how do these affect the export sectors? A unique version of the gravity...