Equity premia and state-dependent risks
Year of publication: |
July 2015
|
---|---|
Authors: | Bouaddi, Mohammed ; Larocque, Denis ; Normandin, Michel |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 38.2015, p. 393-409
|
Subject: | Downside risk | Upside risk | Mixture of truncated normal distributions | Theorie | Theory | Risiko | Risk | Risikoprämie | Risk premium | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Portfolio-Management | Portfolio selection | CAPM | Risikomaß | Risk measure |
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