Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence (2021)

First Author: Eom C

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.najef.2020.101358

Publication URI: http://dx.doi.org/10.1016/j.najef.2020.101358

Type: Journal Article/Review

Parent Publication: The North American Journal of Economics and Finance