Leverage constraints or preference for lottery : what explains the low-risk effect in India?
Shilpa Peswani, Mayank Joshipura
| Year of publication: |
2021
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|---|---|
| Authors: | Peswani, Shilpa ; Joshipura, Mayank |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 18.2021, 2, p. 48-63
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| Subject: | betting against beta (BAB) | betting against correlation (BAC) | MAX | asset pricing | low-risk anomaly | beta | idiosyncratic volatility | skewness of returns | Kapitaleinkommen | Capital income | CAPM | Volatilität | Volatility | Glücksspiel | Gambling | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Risikopräferenz | Risk attitude | Indien | India | Kapitalstruktur | Capital structure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.18(2).2021.05 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012698118