Is there a risk premium? : Evidence from thirteen measures
Laís Martins Fracasso, Fernanda Maria Müller, Henrique Pinto Ramos, Marcelo Brutti Righi
| Year of publication: |
2023
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| 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
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| Subject: | Factor investing | Loss-deviation measures | Pricing | Risk measures | Stock returns | Risikoprämie | Risk premium | Risiko | Risk | Messung | Measurement | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490275