The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon
| Year of publication: |
2023
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|---|---|
| Authors: | Billio, Monica ; Caporin, Massimiliano ; Panzica, Roberto Calogero ; Pelizzon, Loriana |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 84.2023, p. 196-223
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| Subject: | CAPM | Interconnections | Network | Systematic risk | Volatility | Volatilität | Portfolio-Management | Portfolio selection | Theorie | Theory | Unternehmensnetzwerk | Business network | Börsenkurs | Share price | Risiko | Risk | Netzwerk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014343115