Institutional investors and the dependence structure of asset returns
Rama Cont (Imperial College, South Kensington Campus, London, UK), Lakshithe Wagalath (IESEG School of Management (LEM CNRS), Paris La Défense Cedex, France, Leonard de Vinci Pôle Universitaire Finance Lab, Paris La Défense, France)
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Cont, Rama ; Wagalath, Lakshithe |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 2, p. 1-37
|
| Subject: | Liquidity | feedback effects | institutional investors | endogenous correlations | Institutioneller Investor | Institutional investor | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Theorie | Theory | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024916500102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011454404