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Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds

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  • Reis, Pedro Nogueira
  • Pinto, António Pedro Soares

Abstract

This study identifies residual, persistent, or resilient risks that remain even after controls for systematic and sentiment risk and extensive portfolio diversification are applied.

Suggested Citation

  • Reis, Pedro Nogueira & Pinto, António Pedro Soares, 2024. "Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    • Handle: RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232
    DOI: 10.1016/j.najef.2024.102198
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