Portfolio Diversification Effects of Downside Risk
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- Chen Zou, 2009. "Dependence structure of risk factors and diversification effects," DNB Working Papers 219, Netherlands Central Bank, Research Department.
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- Simon Xu & Inchang Hwang & Francis In, 2016. "The Effect of Diversification on Tail Risk: Evidence from US Equity Mutual Fund Portfolios," International Review of Finance, International Review of Finance Ltd., vol. 16(3), pages 483-495, September.
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