Does idiosyncratic volatility matter? : New Zealand evidence
Year of publication: |
2007
|
---|---|
Authors: | Drew, Michael E. ; Marsden, Alastair ; Veeraraghavan, Madhu |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 10.2007, 3, p. 289-308
|
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | Portfolio-Management | Portfolio selection | CAPM | Neuseeland | New Zealand | 1990-2002 |
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