A fresh look at the risk-return tradeoff
Cindy S.H. Wang, Yi-Chi Chen, Hsin-Yu Lo
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Cindy S. H. ; Chen, Yi-Chi ; Lo, Hsin-Yu |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-14
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| Subject: | Business cycle | Cross-correlation CD test | Fixed-effects pooled OLS estimation | Out-of-sample forecast | Risk-return tradeoff | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risiko | Risk | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory | Konjunktur | Schätzung | Estimation | Risiko-Ertrags-Verhältnis | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101546 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332809