MARKET ANOMOLIES - Are Risk Premium Anomalies Caused by Ambiguity? - A survey of professional investors identifies ambiguity as a separate, independent risk variable that may explain certain equity return anomalies
| Year of publication: |
2000
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|---|---|
| Authors: | Olsen, Robert A. ; Troughton, George H. |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 56.2000, 2, p. 24-31
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