Idiosyncratic Risk in Emerging Markets
Year of publication: |
2008
|
---|---|
Authors: | Angelidis, Timotheos |
Institutions: | Department of Economics, University of Peloponnese |
Subject: | Emerging markets | Idiosyncratic risk | Portfolio management | Tracking error volatility |
-
A new measure for idiosyncratic risk based on decomposition method
Lee, Meng-Horng, (2023)
-
Idiosyncratic volatility and stock returns : evidence from the MILA
Berggrun, Luis, (2016)
-
Reconciling TEV and VaR in active portfolio management : a new frontier
Lucchetti, Riccardo, (2022)
- More ...
-
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach
Andrikopoulos, Andreas, (2008)
-
Idiosyncratic Risk in Greece: Properties and Portfolio Implications
Angelidis, Timotheos, (2007)
-
Thomaidis, Nikos, (2008)
- More ...