Title of article :
A new measure of cross-sectional risk and its empirical implications for portfolio risk management
Author/Authors :
Stefano Galluccio، نويسنده , , Andrea Roncoroni، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Risk measures , Risk management , factor analysis , Cross-sections , Interest rates
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
