The cross-section of tail risks in stock returns
Year of publication: |
2013-02-19
|
---|---|
Authors: | Moore, Kyle ; Sun, Pengfei ; Vries, Casper G. de ; Zhou, Chen |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Heavy-tail distribution | safety-first utility | asset pricing |
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