Skip to main navigation Skip to search Skip to main content

A model-independent measure of aggregate idiosyncratic risk

  • Turan G. Bali*
  • , Nusret Cakici
  • , Haim Levy
    • *Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

28 Scopus citations

Fingerprint

Dive into the research topics of 'A model-independent measure of aggregate idiosyncratic risk'. Together they form a unique fingerprint.
Sort by

Keyphrases

Economics, Econometrics and Finance