Risk configuration of S&P 500 industries : sigma-risk and alpha-risk approximation
Year of publication: |
May 2017
|
---|---|
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
|
Subject: | Alpha Stable Distribution | Panel Data | Volatility | Financial Risk | S&P 500 Index | Volatilität | Theorie | Theory | Risiko | Risk | Panel | Panel study | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Finanzmarkt | Financial market |
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