Investor perceptions and volatility within a risk-return framework
Year of publication: |
2010
|
---|---|
Authors: | Berger, Dave |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 13/15, p. 1003-1010
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikomaß | Risk measure | CAPM | 2001-2009 |
-
Chen, Cathy Yi-Hsuan, (2016)
-
The economic implications of volatility scaling by the square-root-of-time rule
Ellis, Craig, (2009)
-
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo, (2022)
- More ...
-
EARNINGS CONFERENCE CALLS AND INSTITUTIONAL MONITORING : EVIDENCE FROM TEXTUAL ANALYSIS
Amoozegar, Arash, (2019)
-
Time variability in market risk aversion
Berger, Dave, (2009)
-
Testing the CAPM across observed and fundamental returns
Berger, Dave, (2011)
- More ...