Detecting prudence and temperance in risk exposure : the hybrid variance framework
Jun Gao, Xiang Gao, Xiaoli Liu and Zhan Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Gao, Jun ; Gao, Xiang ; Liu, Xiaoli ; Wang, Zhan |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2022, 5, p. 75-88
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| Subject: | prudence | temperance | hybrid variance | return predictability | portfolio selection | Portfolio-Management | Portfolio selection | Theorie | Theory | Prognoseverfahren | Forecasting model | Risiko | Risk | Varianzanalyse | Analysis of variance | Risikomanagement | Risk management | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014546352