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~isPartOf:"Fisher College of Business Working Paper"
~person:"Bali, Turan G."
~subject:"Korrelation"
~subject:"Schätzung"
~subject:"Theorie"
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A New Approach to Measuring Riskiness in the Equity Market : Implications for the
Risk
Premium
Bali, Turan G.
-
2013
positive link between aggregate riskiness and market
risk
premium remains intact after controlling for the S&P500 index option … characterized by high aggregate
risk
aversion and high expected returns …
Persistent link: https://www.econbiz.de/10013091047
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