Detecting prudence and temperance in risk exposure : the hybrid variance framework
Year of publication: |
2022
|
---|---|
Authors: | Gao, Jun ; Gao, Xiang ; Liu, Xiaoli ; Wang, Zhan |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2022, 5, p. 75-88
|
Subject: | prudence | temperance | hybrid variance | return predictability | portfolio selection | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Varianzanalyse | Analysis of variance | Volatilität | Volatility |
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