City Research Online - The impact of heavy tails and comovements in downside-risk diversification

The impact of heavy tails and comovements in downside-risk diversification

Gonzalo, J. & Olmo, J. (2007). The impact of heavy tails and comovements in downside-risk diversification (07/02). London, UK: Department of Economics, City University London.

Publication Type:	Monograph (Discussion Paper)
Subjects:	H Social Sciences > HB Economic Theory
Departments:	School of Policy & Global Affairs > Economics > Discussion Paper Series

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Creators:	Gonzalo, J. Olmo, J.
Status:	Published
Publisher:	Department of Economics, City University London
URI:	https://openaccess.city.ac.uk/id/eprint/1460
Date available in CRO:	05 Sep 2012 09:22
Dates:	Date Event 2007 Published