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~language:"eng"
~person:"Billio, Monica"
~person:"Chiarella, Carl"
~person:"Drew, Michael E."
~person:"He, Xue-zhong"
~person:"Shi, Lei"
~subject:"CAPM"
~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
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