Global downside risk and equity returns
Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas, A. Doruk Gunaydin
| Year of publication: |
2019
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|---|---|
| Authors: | Atilgan, Yigit ; Bali, Turan G. ; Demirtas, K. Ozgur ; Gunaydin, A. Doruk |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 98.2019, p. 1-19
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| Subject: | Downside risk | Tail risk | Left-tail momentum | Equity returns | International finance | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risiko | Risk | Welt | World | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Risikomanagement | Risk management | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2019.102065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012140071