Moment risk premia and the cross-section of stock returns in the European stock market
Year of publication: |
2020
|
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Authors: | Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 111.2020, p. 1-14
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Subject: | Cross-section | Kurtosis risk | Risk premia | Risk-neutral moments | Skewness risk | Volatility risk | Risikoprämie | Risk premium | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Schätzung | Estimation | EU-Staaten | EU countries |
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