Portfolio implications of systematic crises

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

Research output: Contribution to journalArticleProfessional

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.
Kole, E. ; Koedijk, C.G. ; Verbeek, M.J.C.M. / Portfolio implications of systematic crises. In: Journal of Banking and Finance. 2006 ; Vol. 30, No. 8. pp. 2347-2369.
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title = "Portfolio implications of systematic crises",
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Kole, E, Koedijk, CG & Verbeek, MJCM 2006, 'Portfolio implications of systematic crises', Journal of Banking and Finance, vol. 30, no. 8, pp. 2347-2369.

Portfolio implications of systematic crises. / Kole, E.; Koedijk, C.G.; Verbeek, M.J.C.M.

In: Journal of Banking and Finance, Vol. 30, No. 8, 2006, p. 2347-2369.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Portfolio implications of systematic crises

AU - Kole, E.

AU - Koedijk, C.G.

AU - Verbeek, M.J.C.M.

N1 - Pagination: 23

PY - 2006

Y1 - 2006

M3 - Article

VL - 30

SP - 2347

EP - 2369

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 8

ER -