Richards, Anthony J.

Idiosyncratic risk: an empirical analysis, with implications for the risk of relative-value trading strategies / Anthony J. Richards - Washington : International Monetary Fund (IMF) , 1999 - 33p : ill. ; 30 cm. - IMF Working Paper No. WP-99/148 .

Includes bibliographical references.


Risk
Prices
Economic models

UN IMF WP-99-148