Portfolio diversification effects and regular variation in financial data

N. Hyung, C.G. Vries, de

Research output: Book/Report › Report › Academic

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Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages16
Publication statusPublished - 2001

Publication series

NameReport Eurandom
Volume2001020
ISSN (Print)1389-2355

Access to Document

  • 548655Final published version, 330 KB

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