The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Year of publication: |
2018
|
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Authors: | Billio, Monica ; Caporin, Massimiliano ; Panzica, Roberto Calogero ; Pelizzon, Loriana |
Published in: |
Network connectivity, systematic and systemic risk. - Frankfurt am Main. - 2018, p. 9-51
|
Subject: | CAPM | volatility | network | interconnections | systematic risk | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Unternehmensnetzwerk | Business network | Netzwerk | Network | Kapitalmarkttheorie | Financial economics |
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