%0 Journal Article %1 Ibragimov2007 %A Ibragimov, Rustam %A Walden, Johan %D 2007 %J Journal of Banking & Finance %K Value at risk %N 8 %P 2551--2569 %T The limits of diversification when losses may be large %U http://www.sciencedirect.com/science/article/B6VCY-4MWXPV4-W/1/130d5fcae22af81c40ccb6aab62cfb3e %V 31

@article{Ibragimov2007, added-at = {2008-04-22T13:53:19.000+0200}, author = {Ibragimov, Rustam and Walden, Johan}, biburl = {https://www.bibsonomy.org/bibtex/24148e7fe0b243637d5f49b07b52690c8/smicha}, description = {Journal of Banking & Finance}, interhash = {e534e800a42cd7aa7dda5713067e5521}, intrahash = {4148e7fe0b243637d5f49b07b52690c8}, journal = {Journal of Banking \& Finance}, keywords = {Value at risk}, month = Aug, number = 8, pages = {2551--2569}, timestamp = {2008-04-22T13:56:12.000+0200}, title = {The limits of diversification when losses may be large}, url = {http://www.sciencedirect.com/science/article/B6VCY-4MWXPV4-W/1/130d5fcae22af81c40ccb6aab62cfb3e}, volume = 31, year = 2007 }