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Michel M. Dacorogna

1 paper hereh-index 460 citations11 works total

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  • middle author1

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  • q-fin.RM1

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collaborators

1 paper

q-fin.RM2013

The impact of systemic risk on the diversification benefits of a risk portfolio

Marc Busse, Michel Dacorogna, Marie Kratz

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affec…

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