Generalized disappointment aversion and the cross-section of stock returns
Year of publication: |
2023
|
---|---|
Authors: | Lu, Xiaohua ; Hu, Yonghong |
Subject: | cross-section | downside risk | Generalized disappointment aversion | risk premium | Risikoprämie | Risk premium | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikoaversion | Risk aversion | Intertemporale Entscheidung | Intertemporal choice | Anlageverhalten | Behavioural finance |
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