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Diversification disasters
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - In: Journal of financial economics 99 (2011) 2, pp. 333-348
Persistent link: https://www.econbiz.de/10009242355
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Nondiversification traps in catastrophe insurance markets
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - In: The review of financial studies 22 (2009) 3, pp. 959-993
Persistent link: https://www.econbiz.de/10003827644
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Equilibrium with monoline and multiline structures
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 595-632
Persistent link: https://www.econbiz.de/10011991270
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Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107
Persistent link: https://www.econbiz.de/10011620157