Dependence structure of risk factors and diversification effects

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@article{a086aad94741410cbe1f9baada589f1b,

title = "Dependence structure of risk factors and diversification effects",

author = "Chen Zhou",

year = "2010",

doi = "10.1016/j.insmatheco.2010.01.010",

language = "English",

volume = "46",

pages = "531--540",

journal = "Insurance",

issn = "0167-6687",

publisher = "Elsevier",

number = "3",

}