Extreme downside risk in the cross-section of asset returns
Year of publication: |
2023
|
---|---|
Authors: | Ergun, Lerby Murat |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-11
|
Subject: | Asset pricing | Econometric and statistical methods | CAPM | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
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