Is there an intertemporal relation between downside risk and expected returns?
Turan G. Bali, K. Ozgur Demirtas, and Haim Levy
| Year of publication: |
2009
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|---|---|
| Authors: | Bali, Turan G. ; Demirtas, K. Ozgur ; Levy, Haim |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 44.2009, 4, p. 883-909
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| Subject: | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Intertemporale Entscheidung | Intertemporal choice | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10003901202