Simulating and calibrating diversification against black swans

Casper de Vries, N (Namwon) Hyung

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)
Original languageEnglish
Pages (from-to)1162-1175
Number of pages14
JournalJournal of Economic Dynamics and Control
Volume36
Issue number8
DOIs
Publication statusPublished - 2012

Research programs

  • ESE - F&A

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