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The article presents research on risk management related to computer network security in management information systems. A queuing model is presented to quantify the downtown loss faced by a network i...
We present an extension of the Johansen-Ledoit-Sornette (JLS) model to include an additional pricing factor called the “Zipf factor”, which describes the diversification risk of the stock market por...
Shaped by structural forces of change, banking in emerging markets has recently experienced a decline in its traditional activities, leading banks to diversify into new business strategies. This paper...
Markowitz’s mean-variance (MV) efficient portfolio selection is one of the most widely used approaches in solving portfolio diversification problem. However, contrary to the notion of diversification,...
In the market place, diversification reduces risk and provides protection against extreme events by ensuring that one is not overly exposed to individual occurrences.

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