author = { Distaso, Walter AND Mele, Antonio AND Vilkov, Grigory },

title = { Cross-section without factors correlation risk, strings and asset prices },

edition = { This version: January 13, 2021 } ,

publisher = {Swiss Finance Institute},

keywords = { correlation premium , premium for correlation risk , cross-section of returns , big stocks , string models , implied correlation , arbitrage pricing , Graue Literatur },

year = {2021},

booktitle = {Research paper series / Swiss Finance Institute ; no 20, 119},

address = { Geneva },

url = { http://slubdd.de/katalog?TN_libero_mab2 }