Time-varying risk aversion and international stock returns
Massimo Guidolin, Erwin Hansen, Gabriel Cabrera
| Year of publication: |
[2023] ; This version: August 2023
|
|---|---|
| Authors: | Guidolin, Massimo ; Hansen, Erwin ; Cabrera, Gabriel |
| Publisher: |
[Milano, Italy] : [BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Università Bocconi] |
| Subject: | Implied risk aversion | stock return predictions | market timing | mean-variance asset allocation | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Prognoseverfahren | Forecasting model | Risiko | Risk | Schätzung | Estimation | Aktienmarkt | Stock market |
freely available
| Extent: | 1 Online-Ressource (circa 48 Seiten) |
|---|---|
| Series: | Working paper series : working paper. - [Milano], ZDB-ID 3012540-6. - Vol. n. 202 (July 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Die Zählung der Reihe sollte lauten: n. 203 (July 2023) |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014470638