Predicting extreme returns and portfolio management implications
Year of publication: |
2013
|
---|---|
Authors: | Fodor, Andy ; Krieger, Kevin ; Mauck, Nathan ; Stevenson, Greg |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 36.2013, 4, p. 471-492
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | USA | United States | 1996-2010 |
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