The risk-asymmetry index as a new measure of risk
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
| Year of publication: |
2018
|
|---|---|
| Authors: | Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia |
| Published in: |
Multinational finance journal. - [Erscheinungsort nicht ermittelbar] : Global Business Publications, ZDB-ID 2070460-4. - Vol. 22.2018, 3/4, p. 173-210
|
| Subject: | risk-asymmetry | corridor implied volatility | risk-neutral moments | risk measures | return predictability | Volatilität | Volatility | Risiko | Risk | Theorie | Theory | Messung | Measurement | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/5505 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012547710