The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Year of publication: |
[2017] ; This version: October 2016
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Authors: | Billio, Monica ; Caporin, Massimiliano ; Panzica, Roberto Calogero ; Pelizzon, Loriana |
Publisher: |
Frankfurt am Main : SAFE, Sustainable Architecture for Finance in Europe |
Subject: | CAPM | volatility | network | interconnections | systematic risk | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Unternehmensnetzwerk | Business network | Netzwerk | Network | Kapitalmarkttheorie | Financial economics |
Extent: | 1 Online-Ressource (circa 63 Seiten) Illustrationen |
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Series: | SAFE working paper. - Frankfurt am Main : SAFE, ZDB-ID 2745463-0. - Vol. no. 166 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/150016 [Handle] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; F35 - Foreign Aid ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica, (2018)
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The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica, (2017)
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The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
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The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
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