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05-110/2 - Risk Diversification by European Financial Conglomerates

  • Authors
    Jan Frederik Slijkerman, Faculty of Economics, Erasmus Universiteit Rotterdam; Dirk Schoenmaker, Vrije Universiteit Amsterdam, and Ministry of Finance, The Hague; Casper de Vries, Faculty of Economics, Erasmus Universiteit Rotterdam
  • Publication date
    December 8, 2005
  • Keywords
    Financial conglomerates; Banking; Insurance; Diversification; Extreme Value Theory
  • JEL
    G21; G22; G28; C49
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