Raffaele Corvino

University of Rome Tor Vergata

Via di Tor Vergata

Rome, Lazio 00133

Italy

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Scholarly Papers (1)

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How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk

CEIS Working Paper No. 204
Number of pages: 29 Posted: 13 Jul 2011 Last Revised: 02 Mar 2014
Rocco Ciciretti and Raffaele Corvino
Tor Vergata University of Rome - Department of Economics and Finance and University of Rome Tor Vergata
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Abstract:

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Portfolio diversification, Risk, Asset allocation heterogeneity, Market crash