Idiosyncratic risk :
an empirical analysis, with implications for the risk of relative-value trading strategies /
prepared by Anthony J. Richards

Description

Main Author

Richards, Anthony J. (Anthony John), 1962-

Related Names

International Monetary Fund. Research Dept

Language(s)

English

Published

[Washington, D.C.] : International Monetary Fund, Research Depertment, c1999

Subjects

Risk management > Risk management / Econometric models
Rate of return > Rate of return / Econometric models
Hedging (Finance) > Hedging (Finance) / Econometric models
Risk > Risk / Econometric models
Stocks > Stocks / Econometric models

Physical Description

33 p. : ill. ; 28 cm

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