Risk attribution in a global country-sector model
Alan Scowcroft and James Sefton
Year of publication: |
2005
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Authors: | Scowcroft, Alan ; Sefton, James A. |
Published in: |
Linear factor models in finance. - Amsterdam : Elsevier Butterworth-Heinemann, ISBN 978-0-7506-6006-8. - 2005, p. 159-201
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Subject: | Theorie | Theory | Welt | World | Risiko | Risk | Globalisierung | Globalization |
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