The so-called risk diversification principle is analyzed, showing that its convenience depends on individual …

In this article, we investigate the validity of diversification effect under extreme-value copulas, when the marginal … to our results, one can take advantages from the diversification effect for marginal risks with finite mean. This …

diversification efforts. Less noticed has been the importance of commodity correlations, and their increase after 2006, in the risk …' output. In a sample of 56 countries producing 26 commodities we find that diversification and correlations strongly explain … correlation was 8% and diversification was very effective. In the 2007-2012 period, correlations averaged 26% and output …

.The paper focuses on the interaction between the solvency probability of a bank, on one hand, and the diversification potential … achieve some confidence level of solvency we demonstrate that diversification pays when optimizing the use of the equity …