Advances in Risk Management

61

Alooa In.

American Express Co.

AT&T Corp.

Boeing Co.

Catepillar Inc.

Citigroup Inc.

Coca-Cola Co.

Walt Disney Co.

E.I. DuPont de Nemours & Co.

Eastman Kodak Co.

Exxon Mobil Corp.

General Electric Co.

General Motors Corp.

Hewlett-Packard Co.

Hope Depot Inc.

Honeywell International Inc.

Intel Corp.

International Business Machines Corp.

International Paper Co.

Johnson&JohnsonJ.P. Morgan Chase & Co.

McDonald’s Corp.

Merck & Co.

Microsoft Corp.

3M Co.Altria Group Inc.

Procter & GambleSBS Communications Inc.

United Technologies Corp.

0
0.5 0.450.4 0.350.3 0.250.2 0.150.1 0.05

Uniform

Proportional

Star

Figure 3.3

Absolute value of importance measures for stocks