The limits of diversification when losses may be large
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference53 articles.
1. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi;Journal of Banking and Finance,2002
2. On the coherence of expected shortfall;Acerbi;Journal of Banking and Finance,2002
3. Cross-section regression with common shocks;Andrews;Econometrica,2005
4. Coherent measures of risk;Artzner;Mathematical Finance,1999
5. Trading is hazardous to your wealth: The common stock investor performance of individual investors;Barber;Journal of Finance,2000
Cited by 137 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Trading commodity ETFs: Price behavior, investment insights, and performance analysis;Journal of Futures Markets;2024-04-16
2. The capital market consequence of sustained abnormal Audit fees: Evidence from stock price crash risk;The British Accounting Review;2024-04
3. Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification;Operations Research;2024-03-21
4. Forecasting VaRs via hybrid EVT with normal and non-normal filters: A comparative analysis from the Chinese stock market;Pacific-Basin Finance Journal;2024-02
5. Dynamic robust portfolio selection under market distress;The North American Journal of Economics and Finance;2024-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3