Work

Lost in Diversification

Year: 2019

Type: article

Source: Comptes Rendus Physique

DOI: 10.1016/j.crhy.2019.05.015

Authors: Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili, Valerio Volpati

Institutions: Bank of England, Bocconi University, The Abdus Salam International Centre for Theoretical Physics (ICTP), Istituto Nazionale di Fisica Nucleare, Istituto Nazionale di Fisica Nucleare, Sezione di Trieste, Capital Fund Management (France)

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2913978804

FWCI: 0.309

Cites: 16

Cited by: 1

Related to: 10