Insights to systematic risk and diversification across a joint probability distribution
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Publication:282287
DOI10.1016/j.insmatheco.2015.12.007zbMath1348.91136OpenAlexW3123862212MaRDI QIDQ282287
Publication date: 12 May 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.12.007
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