Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Reference5 articles.
1. Bartram, S. and Bodnar, G. (2009) No place to hide: The global crisis in equity markets in 2008/09. Journal of International Money and Finance 28 (8): 1246–1292.
2. Bekaert, G., Hodrick, R.J. and Zhang, X. (2012) Aggregate idiosyncratic volatility. Journal of Financial and Quantitative Analysis 47 (6): 1155–1185.
3. Graham, J.R. and Harvey, C.R. (2009) The Equity Risk Premium Amid a Global Financial Crisis (mimeo) working paper n 97-2009, The Fuqua School of Business, Duke University.
4. Grinold, R. and Kahn, R. (1999) Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, New York: McGraw-Hill.
5. Sandoval, L. and De Paula, I. (2012) Correlation of financial markets in times of crisis. Physica A: Statistical Mechanics and its Applications 391 (1): 187–208.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献