Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Osman Kilic, Joseph M. Marks, Kiseok Nam
| Year of publication: |
2022
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|---|---|
| Authors: | Kilic, Osman ; Marks, Joseph M. ; Nam, Kiseok |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 59.2022, 2, p. 749-791
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| Subject: | Asymmetric return dynamics | Intertemporal risk-return relation | Investor behavior | Short-term momentum | Technical trading profits | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | CAPM | Schätzung | Estimation | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Theorie | Theory | Aktienmarkt | Stock market | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-022-01057-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459315