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Arturo Erdely

1 paper here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.RM1
ORCID 0000-0003-1653-8342
same name
  • Arturo Erdely — 3 papers, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.RM2016

Value at risk and the diversification dogma

Arturo Erdely

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.