The informativeness of risk factor disclosures: estimating the covariance matrix of stock returns using similarity measures
-
Published:2023
Issue:
Volume:
Page:
-
ISSN:1465-1211
-
Container-title:Journal of Risk
-
language:
-
Short-container-title:JOR
Author:
Tillmann Lukas,Walther Martin
Publisher
Infopro Digital Services Limited
Subject
Strategy and Management,Finance