Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Year of publication: |
December 2015
|
---|---|
Authors: | Pizzutilo, Fabio |
Other Persons: | Marshall, Cara M. (contributor) |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 58/60, p. 6277-6283
|
Subject: | systematic risk | unsystematic risk | capital asset pricing model | beta | conditional correlation | conditional covariance | CAPM | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Betafaktor | Beta risk | Korrelation | Correlation | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
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