Idiosyncratic volatility covariance and expected stock returns
Year of publication: |
2013
|
---|---|
Authors: | Peterson, David R. ; Smedema, Adam R. |
Published in: |
Financial management. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0046-3892, ZDB-ID 186034-3. - Vol. 42.2013, 3, p. 517-536
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risikopräferenz | Risk attitude | Portfolio-Management | Portfolio selection | Welt | World | 1996-2010 |
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