The risk and return conundrum explained : international evidence
Year of publication: |
2018
|
---|---|
Authors: | Savva, Christos S. ; Theodossiou, Panayiotis |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 16.2018, 3, p. 486-521
|
Subject: | national stock markets | risk premium | skewness premium | skewed generalized t downside risk | upside uncertainty | Risikoprämie | Risk premium | Risiko | Risk | Kapitaleinkommen | Capital income | Schätzung | Estimation | CAPM | Welt | World | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Aktienmarkt | Stock market |
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