%0 Journal Article %1 Galluccio2006 %A Galluccio, Stefano %A Roncoroni, Andrea %D 2006 %J Journal of Banking & Finance %K Risk measures %N 8 %P 2387--2408 %T A new measure of cross-sectional risk and its empirical implications for portfolio risk management %U http://www.sciencedirect.com/science/article/B6VCY-4HRMV1T-1/1/1acc9dbb932dba38467969e415d966bb %V 30

@article{Galluccio2006, added-at = {2008-04-22T13:53:19.000+0200}, author = {Galluccio, Stefano and Roncoroni, Andrea}, biburl = {https://www.bibsonomy.org/bibtex/2490bb3353cbb276aad54843a1bd3b249/smicha}, description = {Journal of Banking & Finance}, interhash = {dab841bf5ed8210da76128d74582d7db}, intrahash = {490bb3353cbb276aad54843a1bd3b249}, journal = {Journal of Banking \& Finance}, keywords = {Risk measures}, month = Aug, number = 8, pages = {2387--2408}, timestamp = {2008-04-22T13:56:57.000+0200}, title = {A new measure of cross-sectional risk and its empirical implications for portfolio risk management}, url = {http://www.sciencedirect.com/science/article/B6VCY-4HRMV1T-1/1/1acc9dbb932dba38467969e415d966bb}, volume = 30, year = 2006 }