Bear beta or speculative beta? : reconciling the evidence on downside risk premium
Year of publication: |
2023
|
---|---|
Authors: | Wang, Tong |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 27.2023, 1, p. 325-367
|
Subject: | Downside risk | Disaster risk | Option return | Low-risk anomaly | Mispricing | Disagreement | Risikoprämie | Risk premium | Betafaktor | Beta risk | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Spekulation | Speculation | Schätzung | Estimation | Katastrophe | Disaster | Börsenkurs | Share price | Kapitalanlage | Financial investment |
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