Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Na Chen, Xiu Jin
| Year of publication: |
2023
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|---|---|
| Authors: | Chen, Na ; Jin, Xiu |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 67.2023, p. 1-9
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| Subject: | Asset allocation | Risk spillover channel | Spatial capital asset pricing model | Spatial interaction | Systematic risk | Portfolio-Management | Portfolio selection | CAPM | Räumliche Interaktion | Risiko | Risk | Theorie | Theory | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101935 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484000