When Uncertainty and Volatility are Disconnected : Implications for Asset Pricing and Portfolio Performance
Year of publication: |
[2021]
|
---|---|
Authors: | Ait-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitalmarkttheorie | Financial economics | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Series: | FEDS Working Paper ; No. 2021-63 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September, 2021 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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