Diversification in heavy-tailed portfolios: properties and...

Diversification in heavy-tailed portfolios: properties and pitfalls

Mainik, Georg, Embrechts, Paul
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Volume:
7
Language:
english
Journal:
Annals of Actuarial Science
DOI:
10.1017/S1748499512000280
Date:
March, 2013
File:
PDF, 798 KB
english, 2013
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