The long and the short of the risk-return trade-off
Marco Bonomo, René Garcia, Nour Meddahi, Roméo Tédongap
| Year of publication: |
August 2015
|
|---|---|
| Authors: | Bonomo, Marco Antonio ; Garcia, René ; Meddahi, Nour ; Tédongap, Roméo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 2, p. 580-592
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| Subject: | Equilibrium asset pricing | Time-aggregation | Realized measures | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Theorie | Theory | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011499780