Value at Risk and the Diversification Dogma || Valor en riesgo y el dogma de la diversificación
The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship among them. || Se analiza el principio de diversificación de riesgos y se demuestra que no siempre resulta mejor que no d...
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| Format: | Article |
| Language: | English |
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Pablo de Olavide University
2017-12-01
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| Series: | Revista de Métodos Cuantitativos para la Economía y la Empresa |
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| Online Access: | https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2888/2283 |