Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Joëlle Miffre; Chris Brooks; Xiafei Li
| Year of publication: |
2013
|
|---|---|
| Authors: | Miffre, Joëlle ; Brooks, Chris ; Li, Xiafei |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 78-85
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| Subject: | Idiosyncratic volatility | Cross-sectional variation in stock returns | Diversification | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Diversifikation |
| 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/10010459997