"On optimal portfolio diversification with respect to extreme risks."

Georg Mainik, Ludger Rüschendorf (2010)

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DOI: 10.1007/S00780-010-0122-Z

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type: Journal Article

metadata version: 2020-07-22

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Georg Mainik, Ludger Rüschendorf:
On optimal portfolio diversification with respect to extreme risks. Finance Stochastics 14(4): 593-623 (2010)

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