Book-to-market equity and asset correlations : an international study
Kung-Cheng Ho, Shih-Cheng Lee, Jiun-Lin Chen
| Year of publication: |
2022
|
|---|---|
| Authors: | Ho, Kung-Cheng ; Lee, Shih-Cheng ; Chen, Jiun-Lin |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 79.2022, p. 258-274
|
| Subject: | Asset correlation | Basel Accord | Book-to-market equity | Default probability | Operating risk | Theorie | Theory | Basler Akkord | Kreditrisiko | Credit risk | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013343395