Risk and return of short-duration equity investments
Georg Cejnek, Otto Randl
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Cejnek, Georg ; Randl, Otto |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 36.2016, p. 181-198
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| Subject: | Dividend derivatives | Short-maturity anomaly | Term structure of equity risk premia | Downside risk | Investment strategy | Dividende | Dividend | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Derivat | Derivative | Risiko | Risk | CAPM | Schätzung | Estimation | Kapitalmarkttheorie | Financial economics | Anlageverhalten | Behavioural finance | Investitionsrisiko | Investment risk | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.01.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662843