Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation.
Zhiyao ChenIlya A. StrebulaevYuhang XingXiaoyan ZhangPublished in: Manag. Sci. (2021)
Keyphrases
- financial crisis
- decision making
- case study
- risk management
- stock price
- risk factors
- portfolio optimization
- high risk
- exchange rate
- minimum risk
- stock market
- risk assessment
- competitive environment
- real time
- stock trading
- risk measures
- sliding tile
- financial time series
- financial markets
- project management
- knowledge management
- machine learning
- data mining