Book-to-market equity, asset correlations and the Basel capital requirement
Lee, Shih-Cheng, Lin, Chien-Ting and Yu, Min-Teh 2013, Book-to-market equity, asset correlations and the Basel capital requirement, Journal of business finance and accounting, vol. 40, no. 7 and 8, pp. 991-1008, doi: 10.1111/jbfa.12029.
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Book-to-market equity, asset correlations and the Basel capital requirement
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