%0 Generic
%T Cross-section without factors correlation risk, strings and asset prices
%A Distaso, Walter
%A Mele, Antonio
%A Vilkov, Grigory
%7 This version: January 13, 2021
%I Swiss Finance Institute
%K correlation premium
%K premium for correlation risk
%K cross-section of returns
%K big stocks
%K string models
%K implied correlation
%K arbitrage pricing
%K Graue Literatur
%D 2021
%C Swiss Finance Institute
%C Geneva
%U http://slubdd.de/katalog?TN_libero_mab2
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