Toward a market sector-based composite political risk indicator model
Model risk involves the risk of model misspecification. In this chapter it is argued that unsystematic risk is an indicator of country-specific and human factors. With a strong theoretical base for a systematic capital asset pricing model specification, these factors may be classified as political r...
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| Format: | Book Chapter |
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McGrah hill
2010
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| Online Access: | http://hdl.handle.net/20.500.11937/47953 |