8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

1/12

http://www.elsevier.com/locate/jbfhttp://www.sciencedirect.com/science/journal/03784266mailto:drsmith@sfu.camailto:perignon@hec.frhttp://dx.doi.org/10.1016/j.jbankfin.2009.07.003

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

2/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

3/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

4/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

5/12

http://www.globalfindata.com/http://www.globalfindata.com/http://www.djindexes.com/

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

6/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

7/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

8/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

9/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

10/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

11/12

8/10/2019 Perignon Smith 10 Diversification and Value-At-Risk

12/12