There is a risk-return trade-off after all
Year of publication: |
2005
|
---|---|
Authors: | Ghysels, Eric ; Santa-Clara, Pedro ; Valkanov, Rossen I. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 76.2005, 3, p. 509-548
|
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Prognoseverfahren | Forecasting model | Schätzung | Estimation | USA | United States |
-
The consumption-income ratio, entrepreneurial risk, and the U.S. stock market
Hoffmann, Mathias, (2014)
-
There is a risk-return tradeoff after all
Ghysels, Eric, (2004)
-
The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Pépin, Dominique, (2020)
- More ...
-
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric, (2006)
-
Predicting Volatility : Getting the Most Out of Return Data Sampled at Different Frequencies
Ghysels, Eric, (2012)
-
There is a Risk-Return Tradeoff after All
Ghysels, Eric, (2012)
- More ...