@misc{BillioCaporinPanzicaetal.2017,
  author    = {Monica Billio and Massimiliano Caporin and Roberto Calogero Panzica and Loriana Pelizzon},
  title     = {The impact of network connectivity on factor exposures, asset pricing and portfolio diversification},
  booktitle = {SAFE working paper series ; No. 166},
  number    = {December 1, 2016},
  url       = {https://ssrn.com/abstract=2914218},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {166},
  type      = {workingpaper},
  pages     = {63},
  year        = {2017},
}