Russian-doll risk models
Year of publication: |
2015
|
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Authors: | Kakushadze, Zura |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 3, p. 170-185
|
Subject: | multi-factor risk model | specific risk | factor risk | covariance matrix | style factors | industry factors | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Faktorenanalyse | Factor analysis |
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