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Isolating the systematic and unsystematic components of a single stock’s (or portfolio’s) standard deviation: a comment (AE 2015)
Article data -  +
Article data type -
Article data used -  +
Article edition 58
Article journal [[:Category:AE|AE]]
Article methods and estimation -
Article origin of data used -
Article pages 6277-83
Article program code -  +
Article readme -  +
Article software used -
Article year 2015
Articleauthors Fabio Pizzutilo +
Articlejel G10 + , G11 + , Category:A20 - General +
Articlekeywords Systematic risk + , Unsystematic risk + , Capital asset pricing model + , Beta + , Conditional correlation + , Conditional covariance +
DOI [https://doi.org/10.1080/00036846.2015.1068925 10.1080/00036846.2015.1068925]  +
EconPapers/RePEc [http://EconPapers.repec.org/RePEc:taf:applec:v:47:y:2015:i:58:p:6277-6283 RePEc:taf:applec:v:47:y:2015:i:58:p:6277-6283]  +
IDEAS/RePEc [http://ideas.repec.org/a/taf/applec/v47y2015i58p6277-6283.html a/taf/applec/v47y2015i58p6277-6283.html]  +
Replication JEL codes G10 , G11 , A20
Replication authors Cara M. Marshall
Replication authors statement -  +
Replication call into question 1 - yes  +
Replication edition 1
Replication journal [[:Category:AE|AE]]
Replication keywords Systematic risk  + , Unsystematic risk  + , Capital asset pricing model  + , Dispersion trading  + , Beta  +
Replication pages 1-11
Replication raw data -  +
Replication result 2 - different results  +
Replication type -  +
Replication year 2015
Categories Replication  + , AE 2015 (58)  +
Modification dateThis property is a special property in this wiki. 21 October 2019 14:16:28  +
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