Is there a risk premium? : Evidence from thirteen measures
Year of publication: |
2023
|
---|---|
Authors: | Fracasso, Laís Martins ; Müller, Fernanda Maria ; Ramos, Henrique Pinto ; Righi, Marcelo Brutti |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 92.2023, p. 182-199
|
Subject: | Factor investing | Loss-deviation measures | Pricing | Risk measures | Stock returns | Risikoprämie | Risk premium | Messung | Measurement | Kapitaleinkommen | Capital income | CAPM | Risiko | Risk | Risikomaß | Risk measure | Theorie | Theory |
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