MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01496nam a2200217 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20160617111527.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
160617b xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
: Rossi, Francesco. |
| 9 (RLIN) |
22990 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Modeling systematic and non-systematic risk in the uk cross-sectional equities: evidence of regimes and overstated parametric estimates |
| Statement of responsibility, etc |
Francesco Rossi |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hydrabad |
| Name of publisher, distributor, etc |
The IUP Publications |
| Date of publication, distribution, etc |
June 2013 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
7-18 p. |
| Other physical details |
Paper |
| 500 ## - GENERAL NOTE |
|---|
| General note |
The paper studies the behavior and interaction of systematic and idiosyncratic components of risk in a cross-section of UK stocks. No clear evidence is found of a trend in any component of total risk, but different ‘regimes’ in the behavior of each component of total risk, in their correlation patterns and thus in their contribution to aggregate risk, are documented. Comparing parametric and non-parametric estimates of residual risk, it is found that the former significantly overstates diversifiable risk, opposite to some previous findings for the US market, with the difference being very large, especially when an industry component is included. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stocks ( Finance) |
| General subdivision |
Rate of Return |
| 9 (RLIN) |
22991 |
|
|---|
| Topical term or geographic name as entry element |
Assets |
| 9 (RLIN) |
22993 |
|
|---|
| Topical term or geographic name as entry element |
Volatality |
| 9 (RLIN) |
22995 |
|
|---|
| Topical term or geographic name as entry element |
Risk management in business |
| 9 (RLIN) |
22997 |
|
|---|
| Topical term or geographic name as entry element |
Analysis of variance |
| 9 (RLIN) |
22999 |
| 773 0# - HOST ITEM ENTRY |
|---|
| Host Biblionumber |
30419 |
| Host Itemnumber |
33382 |
| Main entry heading |
MURTHY, E N |
| Place, publisher, and date of publication |
IUP PUBLICATION HYDEARABAD |
| Other item identifier |
5551170 |
| Title |
FINANCIAL RISK MANAGEMENT |
| International Standard Serial Number |
0972-916X |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Journal Article |
