Aggregate tail risk and expected returns
David A. Chapman, Michael F. Gallmeyer; J. Spencer Martin
| Year of publication: |
2018
|
|---|---|
| Authors: | Chapman, David A. ; Gallmeyer, Michael F. ; Martin, J. Spencer |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 8.2018, 1, p. 36-76
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| Subject: | tail risk | disaster risk | expected returns | Kapitaleinkommen | Capital income | Risiko | Risk | Katastrophe | Disaster | Risikoprämie | Risk premium | Risikomaß | Risk measure | Schätzung | Estimation | Börsenkurs | Share price | Schock | Shock | Risikomanagement | Risk management | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rapstu/ray002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001536