A new measure for idiosyncratic risk based on decomposition method
Year of publication: |
2023
|
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Authors: | Lee, Meng-Horng ; Hooy, Chee Wooi ; Brooks, Robert |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 16.2023, 1, Art.-No. 43, p. 1-8
|
Subject: | emerging markets | decomposition | idiosyncratic risk | systematic risk | total risk | Risiko | Risk | Dekompositionsverfahren | Decomposition method | Schwellenländer | Emerging economies | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Messung | Measurement |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm16010043 [DOI] hdl:10419/275139 [Handle] |
Classification: | F21 - International Investment; Long-Term Capital Movements ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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