Skewness and the relation between risk and return
Year of publication: |
June 2016
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Authors: | Theodossiou, Panayiotis ; Savva, Christos S. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 6, p. 1598-1609
|
Subject: | risk-return trade-off | SGT distribution | GARCH-M | Theorie | Theory | Risiko | Risk | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
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