Measuring Global Systemic Risk: What Are Markets Saying about Risk?

被引:4
|
作者
Sullivan, Rodney N. [1 ]
Peterson, Steven P. [2 ]
Waltenbaugh, David T. [2 ]
机构
[1] CFA Inst, Charlottesville, VA USA
[2] Virginia Retirement Syst, Richmond, VA USA
来源
JOURNAL OF PORTFOLIO MANAGEMENT | 2010年 / 37卷 / 01期
关键词
VILLAGE RISK;
D O I
10.3905/jpm.2010.37.1.067
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:67 / 77
页数:11
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