Variance risk and the idiosyncratic volatility puzzle
Year of publication: |
2022
|
---|---|
Authors: | Qadan, Mahmoud ; Shuval, Kerem |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-11
|
Subject: | Idiosyncratic volatility | IVOL puzzle | Realized variance | Variance risk premium | Volatilität | Volatility | Risikoprämie | Risk premium | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risiko | Risk | Varianzanalyse | Analysis of variance | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
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