Beta instability and implications for hedging systematic risk : takeaways from the COVID-19 crisis
Year of publication: |
2021
|
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Authors: | Dor, Arik Ben ; Florig, Stephan ; Guan, Jingling ; Zeng, Xiaming |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 6, p. 139-155
|
Subject: | Security analysis and valuation | quantitative methods | risk management | financial crises and financial market history | Theorie | Theory | Finanzkrise | Financial crisis | Hedging | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | CAPM | Finanzmarkt | Financial market | Betafaktor | Beta risk | Coronavirus |
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