Portfolio implications of systematic crises

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

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Cite this

@article{d794719f9d544c20ae5a2f5321a7d5c7,

title = "Portfolio implications of systematic crises",

author = "E. Kole and C.G. Koedijk and M.J.C.M. Verbeek",

note = "Pagination: 23",

year = "2006",

language = "English",

volume = "30",

pages = "2347--2369",

journal = "Journal of Banking \& Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "8",

}