Open AccessInvestor Diversification and the Pricing of Idiosyncratic Risk
Author(s) -
Fangjian Fu
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1786067
Subject(s) - diversification (marketing strategy) , systematic risk , capital asset pricing model , financial economics , business , economics , risk premium , marketing
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom