The price of correlation risk: evidence from Chinese stock market
Year of publication: |
2014
|
---|---|
Authors: | Deng, Yiwen ; Liu, Chen ; Zheng, Zhenlong |
Published in: |
China Finance Review International. - Emerald Group Publishing Limited, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 4.2014, 4, p. 343-359
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Correlation | Diversification | Risk price |
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