Systematic risk diagnostics

B. Schwaab, A. Lucas, S.J. Koopman

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages33
Publication statusPublished - 2010

Publication series

NameTI Discussion Papers Series
No.10-104/DSF 2

Cite this

Schwaab, B., Lucas, A., & Koopman, S. J. (2010). Systematic risk diagnostics. (TI Discussion Papers Series; No. 10-104/DSF 2). Amsterdam: Tinbergen Institute.
Schwaab, B. ; Lucas, A. ; Koopman, S.J. / Systematic risk diagnostics. Amsterdam : Tinbergen Institute, 2010. (TI Discussion Papers Series; 10-104/DSF 2).
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author = "B. Schwaab and A. Lucas and S.J. Koopman",
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language = "English",
series = "TI Discussion Papers Series",
publisher = "Tinbergen Institute",
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Schwaab, B, Lucas, A & Koopman, SJ 2010 'Systematic risk diagnostics' TI Discussion Papers Series, no. 10-104/DSF 2, Tinbergen Institute, Amsterdam.

Systematic risk diagnostics. / Schwaab, B.; Lucas, A.; Koopman, S.J.

Amsterdam : Tinbergen Institute, 2010. (TI Discussion Papers Series; No. 10-104/DSF 2).

Research output: Working paperProfessional

TY - UNPB

T1 - Systematic risk diagnostics

AU - Schwaab, B.

AU - Lucas, A.

AU - Koopman, S.J.

PY - 2010

Y1 - 2010

M3 - Working paper

T3 - TI Discussion Papers Series

BT - Systematic risk diagnostics

PB - Tinbergen Institute

CY - Amsterdam

ER -

Schwaab B, Lucas A, Koopman SJ. Systematic risk diagnostics. Amsterdam: Tinbergen Institute. 2010. (TI Discussion Papers Series; 10-104/DSF 2).