Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Campbell R. Harvey, Akhtar Siddique
| Year of publication: |
2023
|
|---|---|
| Authors: | Harvey, Campbell R. ; Siddique, Akhtar R. |
| Published in: |
Critical finance review. - Hanover, MA : now Publishers Inc., ISSN 2164-5744, ZDB-ID 3140465-0. - Vol. 12.2023, 1/4, p. 355-366
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| Subject: | Risk premium | Downside risk | Insurance | Risk aversion | Portfolio optimization | Downside beta | Risikoprämie | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Risikoaversion | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Risikomodell | Risk model | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1561/104.00000134 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014370380