Coskewness risk decomposition, covariation risk, and intertemporal asset pricing
Petko S. Kalev, Konark Saxena, and Leon Zolotoy
| Year of publication: |
2019
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|---|---|
| Authors: | Kalev, Petko S. ; Saxena, Konark ; Zolotoy, Leon |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 1, p. 335-368
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| Subject: | Asset pricing | coskewness risk | cash flow news | discount rate news | covariation risk | Theorie | Theory | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Cash Flow | Cash flow | Diskontierung | Discounting | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000637 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012128917