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Global Equity Risk Modeling · Study

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ChapterGlobal Equity Risk Modeling

Jose Menchero2009

Chapter2009

Global Equity Risk Modeling

Jose Menchero · Andrei Morozov · Peter G. Shepard

33 citations·0/0 files stored·Springer eBooks

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1952Portfolio Selection 1958Liquidity Preference as Behavior Towards Risk 1994Does industrial structure explain the benefits of international diversification?1974Extra-Market Components of Covariance in Security Returns 1989Global factors 1975Tests of Capital Asset Pricing Hypotheses

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2011Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula

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Year2009

Typechapter

Published2009-12-11

VenueSpringer eBooks

Languageen

Citations33

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-0-387-77439-8_15

openalex_workW173623995

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