Voltility versus tail risk : which one is compensated in equity funds?
James X. Xiong, Thomas M. Idzorek, and Roger G. Ibbotson
| Year of publication: |
2014
|
|---|---|
| Authors: | Xiong, James X. ; Idzorek, Thomas M. ; Ibbotson, Roger G. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2014, 2, p. 112-121
|
| Subject: | Risiko | Risk | Kapitaleinkommen | Capital income | Börsenkurs | Share price | USA | United States | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010365059