The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon
| Year of publication: |
2018
|
|---|---|
| Authors: | Billio, Monica ; Caporin, Massimiliano ; Panzica, Roberto Calogero ; Pelizzon, Loriana |
| Published in: |
Network connectivity, systematic and systemic risk. - Frankfurt am Main. - 2018, p. 9-51
|
| Subject: | CAPM | volatility | network | interconnections | systematic risk | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Theorie | Theory | Börsenkurs | Share price | Risiko | Risk | Unternehmensnetzwerk | Business network | Netzwerk | Network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305837