Time-varying risk and the relation between idiosyncratic risk and stock return
Year of publication: |
2021
|
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Authors: | Fu, Chengbo |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 9, p. 1-16
|
Publisher: |
Basel : MDPI |
Subject: | historical trend | idiosyncratic risk | risk-return tradeoff | systematic risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm14090432 [DOI] 177275126X [GVK] hdl:10419/258536 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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