Simulating and calibrating diversification against black swans

Casper de Vries, N (Namwon) Hyung

Research output: Contribution to journal › Article › Academic › peer-review

2 Citations (Scopus)

Original language	English
Pages (from-to)	1162-1175
Number of pages	14
Journal	Journal of Economic Dynamics and Control
Volume	36
Issue number	8
DOIs	https://doi.org/10.1016/j.jedc.2012.03.007
Publication status	Published - 2012

Research programs

@article{aa33d651a8714f11b6aa043d74def915,

title = "Simulating and calibrating diversification against black swans",

author = "{de Vries}, Casper and Hyung, {N (Namwon)}",

year = "2012",

doi = "10.1016/j.jedc.2012.03.007",

language = "English",

volume = "36",

pages = "1162--1175",

journal = "Journal of Economic Dynamics and Control",

issn = "0165-1889",

publisher = "Elsevier",

number = "8",

}