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Understanding risk and return
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000877573
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Predictable risk and returns in emerging markets
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881185
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Risk and return on real estate : evidence form equity REITs
Chan, K. C.; Hendershott, Patric H.; Sanders, Anthony B. - 1990
Persistent link: https://www.econbiz.de/10000789080
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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto; Jorion, Philippe - 1988
Persistent link: https://www.econbiz.de/10000755202
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The risk and return from factors
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997
Persistent link: https://www.econbiz.de/10000634580
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Economic, financial, and fundamental global risk in and out of the EMU
Ferson, Wayne E.; Harvey, Campbell R. - 1999
Persistent link: https://www.econbiz.de/10001370322
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The transition to investment-based social security when portfolio returns and capital profitability are uncertain
Feldstein, Martin S.; Ranguelova, Elena; Samwick, Andrew - 1999
Persistent link: https://www.econbiz.de/10001376929
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Asset returns with transactions cost and uninsured individual risk : a stage III exercise
Aiyagari, Sudhakar Rao; Gertler, Mark - 1990
Persistent link: https://www.econbiz.de/10000802049
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Pricing of idiosyncratic equity and variance risks
Gourier, Elise - 2016
This paper decomposes the risk premia of individual stocks into contributions from systematic and idiosyncratic risks. I introduce an affine jump-diffusion model, which accounts for both the factor structure of asset returns and that of the variance of idiosyncratic returns. The estimation is...
Persistent link: https://www.econbiz.de/10011410917