Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
Year of publication: |
2011
|
---|---|
Authors: | Chabi-Yo, Fousseni |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 8, p. 1971-1983
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikoaversion | Risk aversion | USA | United States | 1971-2006 |
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