Show simple item record

dc.contributor.author
Degen, Matthias
dc.contributor.author
Lambrigger, Dominik D.
dc.contributor.author
Segers, Johan
dc.date.accessioned
2017-06-08T23:55:48Z
dc.date.available
2017-06-08T23:55:48Z
dc.date.issued
2010-06
dc.identifier.issn
0167-6687
dc.identifier.issn
1873-5959
dc.identifier.other
10.1016/j.insmatheco.2010.01.011
dc.identifier.uri
http://hdl.handle.net/20.500.11850/20493
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Diversification
dc.subject
Second-order regular variation
dc.subject
Second-order subexponentiality
dc.subject
Subadditivity
dc.subject
Value-at-Risk
dc.title
Risk concentration and diversification
dc.type
Journal Article
ethz.title.subtitle
Second-order properties
ethz.journal.title
Insurance. Mathematics & economics
ethz.journal.volume
46
ethz.journal.issue
3
ethz.pages.start
541
ethz.pages.end
546
ethz.notes
Received 7 October 2009, Revised 18 December 2009, Accepted 29 January 2010, Available online 8 February 2010.
ethz.identifier.wos
ethz.identifier.nebis
000014395
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.date.deposited
2017-06-08T23:56:11Z
ethz.source
ECIT
ethz.identifier.importid
imp59364cb95097744207
ethz.ecitpid
pub:32987
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T20:29:29Z
ethz.rosetta.lastUpdated
2017-07-12T20:29:29Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Risk%20concentration%20and%20diversification&rft.jtitle=Insurance.%20Mathematics%20&%20economics&rft.date=2010-06&rft.volume=46&rft.issue=3&rft.spage=541&rft.epage=546&rft.issn=0167-6687&1873-5959&rft.au=Degen,%20Matthias&Lambrigger,%20Dominik%20D.&Segers,%20Johan&rft.genre=article&
 Search via SFX

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record