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The limits of diversification when losses may be large

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  • Ibragimov, Rustam
  • Walden, Johan
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  • Ibragimov, Rustam & Walden, Johan, 2007. "The limits of diversification when losses may be large," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2551-2569, August.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:8:p:2551-2569
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