Idiosyncratic moments and the cross-section of stock returns in Brazil
Year of publication: |
November 2016
|
---|---|
Authors: | Ricca, Bernardo ; Almeida, Caio ; Tessari, Cristina |
Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 36.2016, 2, p. 255-286
|
Subject: | Idiosyncratic skewness | Idiosyncratic volatility | Portfolio selection | Portfolio-Management | Volatilität | Volatility | Kapitaleinkommen | Capital income | Brasilien | Brazil | CAPM | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
-
Risk appetite, idiosyncratic volatility and expected returns
Qadan, Mahmoud, (2019)
-
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam, (2019)
-
Silva, Raphael Braga da, (2012)
- More ...
-
Técnicas quantitativas de otimização de carteiras aplicadas ao mercado de ações brasileiro
Santos, André A. P., (2012)
-
Tessari, Cristina, (2017)
-
Tessari, Cristina, (2017)
- More ...