Downside risks and the cross-section of asset returns
Year of publication: |
July 2018
|
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Authors: | Farago, Adam ; Tédongap, Roméo |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 129.2018, 1, p. 69-86
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Subject: | Cross-section | Downside risks | Generalized disappointment aversion | CAPM | Kapitaleinkommen | Capital income | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Risiko | Risk | Kapitalmarktrendite | Capital market returns | Risikomaß | Risk measure | Betafaktor | Beta risk | Schätzung | Estimation | Theorie | Theory |
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