Yue Ma

Analysis Group, Inc. - New York City Office

151 West 42 Street

23rd Floor

New York, NY 10036

United States

SCHOLARLY PAPERS

1

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487

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0

Scholarly Papers (1)

1.

A Tale of Two Risks: The Role of Time in the Decomposition of Total Risk into Systematic and Idiosyncratic risks

Number of pages: 45 Posted: 10 Nov 2023
Anthony Sanford and Yue Ma
HEC Montreal - Department of Finance and Analysis Group, Inc. - New York City Office
Downloads 487 (123,448)

Abstract:

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idiosyncratic risk, systematic risk, total risk, retail investors, high frequency trading