A dynamic variation of risk aversion approach : a study of momentum and reversal premiums
Dorsaf Ben Aissia
| Year of publication: |
2009
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|---|---|
| Authors: | Aissia, Dorsaf Ben |
| Published in: |
The ICFAI University journal of behavioral finance. - Hyderabad : ICFAI Univ. Press, ISSN 0972-9089, ZDB-ID 2442328-2. - Vol. 6.2009, 3/4, p. 7-24
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| Subject: | Theorie | Theory | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003920577