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~language:"eng"
~language:"ita"
~person:"Billio, Monica"
~person:"Chiarella, Carl"
~person:"Salisu, Afees A."
~subject:"Volatility"
~type_genre:"Book section"
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The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
Network connectivity, systematic and systemic risk
,
(pp. 9-51)
.
2018
Persistent link: https://www.econbiz.de/10012305837
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