Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle, Brooks, Chris, Li, XiafeiVolume:
30
Language:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2013.05.007
Date:
December, 2013
File:
PDF, 285 KB
english, 2013