Value at Risk and the Diversification Dogma || Valor en riesgo y el dogma de la diversificación
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More about this item
Keywords
value at risk; loss aggregation; comonotonicity; diversification; valor en riesgo; agregación de pérdidas; comonotonicidad; diversificación;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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