@article{Campbell2017, author = "Campbell, Rachel and Forbes, Catherine S. and Koedijk, Kees and Kofman, Paul", title = "{Diversification Meltdown or the Impact of Fat Tails on Conditional Correlation?}", year = "2017", month = "6", url = "https://bridges.monash.edu/articles/journal_contribution/Diversification_Meltdown_or_the_Impact_of_Fat_Tails_on_Conditional_Correlation_/5084764", doi = "10.4225/03/593768f32b133" }