Idiosyncratic volatility and the pricing of poorly-diversified portfolios

Joëlle Miffre, Chris Brooks, Xiafei Li

    Research output: Contribution to journal › Article (Academic Journal) › peer-review

    7 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Idiosyncratic volatility and the pricing of poorly-diversified portfolios'. Together they form a unique fingerprint.
    Sort by

    Economics, Econometrics and Finance