Positive dependence decreases the diversification benefit

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Denuit, Michel [UCL] Dhaene, J. Vanduffel, S.

Document type	Document de travail (Working Paper)
Publication date	2006
Language	Anglais
Collection	ACTU Working Paper - 2006-11
Affiliation	UCL - EUEN/STAT - Institut de statistique
Links	http://hdl.handle.net/2078.1/115675[Handle]

Bibliographic reference	Denuit, Michel ; Dhaene, J. ; Vanduffel, S.. Positive dependence decreases the diversification benefit. ACTU Working Paper ; 2006-11 (2006)
Permanent URL	http://hdl.handle.net/2078.1/115675