A new measure of cross-sectional risk and its empirical implications for portfolio risk management
Year of publication: |
2006
|
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Authors: | Galluccio, Stefano ; Roncoroni, Andrea |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 8, p. 2387-2408
|
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risiko | Risk | Messung | Measurement | Theorie | Theory |
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