Extreme downside risk and expected stock returns
Wei Huang; Qianqiu Liu; S. Ghon Rhee; Feng Wu
| Year of publication: |
2012
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|---|---|
| Authors: | Huang, Wei ; Liu, Qianqiu ; Rhee, S. Ghon ; Wu, Feng |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 5, p. 1492-1502
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| Subject: | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615797