Yue Ma

Analysis Group, Inc. - New York City Office

151 West 42 Street

23rd Floor

New York, NY 10036

United States

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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 349 (155,639)

Abstract:

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