The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio

Author： Busse Marc   Dacorogna Michel   Kratz Marie  

Publisher： MDPI

E-ISSN： 2227-9091|2|3|260-276

ISSN： 2227-9091

Source： Risks, Vol.2, Iss.3, 2014-07, pp. : 260-276

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