Crash sensitivity and the cross-section of expected stock returns

Stefan Ruenzi; Florian Weigert

Year of publication:	2013 ; This version: March 2013
Authors:	Ruenzi, Stefan ; Weigert, Florian
Publisher:	St. Gallen : School of Finance, Univ. of
Subject:	Asset Pricing \| Asymmetric Dependence \| Copulas \| Crash Aversion \| Downside Risk \| Tail Risk \| Finanzkrise \| Financial crisis \| Risikoaversion \| Risk aversion \| Kapitalmarktrendite \| Capital market returns \| Multivariate Verteilung \| Multivariate distribution \| USA \| United States \| 1980-2014

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