A note on a new weighted idiosyncratic risk measure
Yin-Ching Jan
| Year of publication: |
2014
|
|---|---|
| Authors: | Jan, Yin-Ching |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 5.2014, 3, p. 194-198
|
| Subject: | risk measure | martingale | idiosyncratic risk | Risiko | Risk | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure | Martingal | Martingale | Portfolio-Management | Portfolio selection | Volatilität | Volatility | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010458525