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Correlation risk
Krishnan, C. N. V.; Petkova, Ralitsa; Ritchken, Peter H. - In: Journal of empirical finance 16 (2009) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10003856774
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Does idiosyncratic volatility proxy for risk exposure?
Chen, Zhanhui; Petkova, Ralitsa - In: The review of financial studies 25 (2012) 9, pp. 2745-2787
Persistent link: https://www.econbiz.de/10009630197