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