The price of correlation risk : evidence from Chinese stock market
Year of publication: |
2014
|
---|---|
Authors: | Deng, Yiwen ; Liu, Chen ; Zheng, Zhenlong |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 4.2014, 4, p. 343-359
|
Subject: | Correlation | Diversification | Risk price | Korrelation | China | Aktienmarkt | Stock market | CAPM | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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