Is Idiosyncratic Risk Quantitatively Significant?
Year of publication: |
February 2016
|
---|---|
Authors: | Mehra, Rajnish |
Other Persons: | Xie, Daruo (contributor) ; Wahal, Sunil (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Risiko | Risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w22016 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w22016 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia, (2015)
-
Risk management with thinly traded securities : methodology and implementation
Bernales, Alejandro, (2013)
-
TERES: tail event risk expectile based shortfall
Gschöpf, Philipp, (2015)
- More ...
-
Is idiosyncratic risk conditionally priced?
Mehra, Rajnish, (2021)
-
Is idiosyncratic risk conditionally priced?
Mehra, Rajnish, (2021)
-
The demand for diversification in incomplete markets
Mehra, Rajnish, (2016)
- More ...