"Worst case portfolio vectors and diversification effects."

Ludger Rüschendorf (2012)

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DOI: 10.1007/S00780-010-0150-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/Ruschendorf12
Ludger Rüschendorf:
Worst case portfolio vectors and diversification effects. Finance Stochastics 16(1): 155-175 (2012)

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