Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Turan G. Bali; Nusret Cakici; Robert F. Whitelaw
| Year of publication: |
2014
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|---|---|
| Authors: | Bali, Turan G. ; Cakici, Nusret ; Whitelaw, Robert F. |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 4.2014, 2, p. 206-246
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| Subject: | Kapitalmarktrendite | Capital market returns | Erwartungsbildung | Expectation formation | Risiko | Risk | Korrelation | Correlation | Finanzanalyse | Financial analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | 1962-2009 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010476900