Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium
Juho Kanniainen
| Year of publication: |
2007
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|---|---|
| Authors: | Kanniainen, Juho |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 16.2007, 4, p. 363-374
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| Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003616454