Can unpredictable risk exposure be priced?
Year of publication: |
2021
|
---|---|
Authors: | Barahona, Ricardo ; Driessen, Joost ; Frehen, Rik |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 139.2021, 2, p. 522-544
|
Subject: | Ambiguity aversion | Beta uncertainty | Hedging demand | Price of risk | Hedging | Risiko | Risk | Theorie | Theory | Risikoaversion | Risk aversion | CAPM | Entscheidung unter Unsicherheit | Decision under uncertainty | Betafaktor | Beta risk | Risikomanagement | Risk management | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk | Preis | Price |
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