Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
Year of publication: |
[2022]
|
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Authors: | Wang, Tong |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Betafaktor | Beta risk | Spekulation | Speculation | CAPM | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Spekulationsblase | Bubbles |
Extent: | 1 Online-Ressource (55 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 28, 2022 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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