مرکز منطقه ای اطلاع رساني علوم و فناوري - The limits of diversification when losses may be large

Title of article :

The limits of diversification when losses may be large

Author/Authors :

Rustam Ibragimov، نويسنده , , Johan Walden، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

2551

To page :

2569

Keywords :

coherent measures of risk , VALUE AT RISK , Heavy-tailed risks , Portfolios , Riskiness , diversification , Catastrophe insurance , Risk bounds

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194093

Link To Document :