IMPACT OF NON-LINEAR VOLATILITY IN STOCK-SPECIFIC RISK ON THE TURNOVER OF ACTIVELY MANAGED PORTFOLIOS

Autor: Patev, Plamen, Petkov, Kaloyan
Zdroj: Third International Scientific Conference on Economics and Management - EMAN 2019: How to Cope with Disrupted Times – Selected Papers, Ljubljana, Slovenia - March 28, 2019. :53-62
Databáze: Central and Eastern European Online Library (CEEOL)