A Generalized Measure of Riskiness
Year of publication: |
2011
|
---|---|
Authors: | Bali, Turan G. ; Cakici, Nusret ; Chabi-Yo, Fousseni |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 57.2011, 8, p. 1406-1423
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | riskiness | economic index of riskiness | operational measure of riskiness | risk-neutral measures | stock returns |
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