Risk configuration of S&P 500 industries : sigma-risk and alpha-risk approximation
Samet Günay
| Year of publication: |
May 2017
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|---|---|
| Authors: | Günay, Samet |
| Published in: |
Margin: the journal of applied economic research. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0025-2921, ZDB-ID 2442149-2. - Vol. 11.2017, 2, p. 196-221
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| Subject: | Alpha Stable Distribution | Panel Data | Volatility | Financial Risk | S&P 500 Index | Volatilität | Risiko | Risk | Panel | Panel study | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Finanzmarkt | Financial market | Finanzrisiko | Financial risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0973801017689868 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690981