Title of article
A new measure of cross-sectional risk and its empirical implications for portfolio risk management
Author/Authors
Stefano Galluccio، نويسنده , , Andrea Roncoroni، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
22
From page
2387
To page
2408
Keywords
Risk measures , Risk management , factor analysis , Cross-sections , Interest rates
Journal title
Journal of Banking and Finance
Serial Year
2006
Journal title
Journal of Banking and Finance
Record number
193912
Link To Document