Good and bad variance premia and expected returns
Mete Kilic, Ivan Shaliastovich
| Year of publication: |
2019
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|---|---|
| Authors: | Kilic, Mete ; Shaliastovich, Ivan |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 6, p. 2522-2544
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| Subject: | variance premium | return predictability | upside and downside risk | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2017.2890 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012039812