Portfolio implications of systematic crises

E. Kole, C.G. Koedijk, M.J.C.M. Verbeek

Research output: Contribution to journalArticleProfessional

22 Citations (Scopus)
Original languageEnglish
Pages (from-to)2347-2369
Number of pages23
JournalJournal of Banking and Finance
Volume30
Issue number8
Publication statusPublished - 2006
Externally publishedYes

Cite this

Kole, E., Koedijk, C. G., & Verbeek, M. J. C. M. (2006). Portfolio implications of systematic crises. Journal of Banking and Finance, 30(8), 2347-2369.