Which measure of systematic risk should we use? An empirical study on systematical risk and Treynor measure using the economic index of riskiness and operational measure of riskiness
| Year of publication: |
2020
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|---|---|
| Authors: | Lu, Richard ; Cheung, Adrian (Wai Kong) ; Hoang, Vu T. ; Islam, Sardar M. N. |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 2 (22.07.), p. 1739-1744
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| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1875 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012273194