Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds

Pedro Nogueira Reis and António Pedro Soares Pinto

The North American Journal of Economics and Finance, 2024, vol. 73, issue C

Abstract: This study identifies residual, persistent, or resilient risks that remain even after controls for systematic and sentiment risk and extensive portfolio diversification are applied.

Keywords: Resilient risk; Persistent risk; Residual risk; Portfolio diversification; Systematic and idiosyncratic risk (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1062940824001232
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232

DOI: 10.1016/j.najef.2024.102198

Access Statistics for this article

The North American Journal of Economics and Finance is currently edited by Hamid Beladi

More articles in The North American Journal of Economics and Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().