Understanding the risk-return relation : the aggregate wealth proxy actually matters
Year of publication: |
2019
|
---|---|
Authors: | Cederburg, Scott ; O'Doherty, Michael |
Subject: | Aggregate wealth portfolio | ICAPM | Risk-return tradeoff. | Kapitaleinkommen | Capital income | Vermögen | Wealth | Risiko | Risk | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Aktienmarkt | Stock market | Aggregation |
-
Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya, (2023)
-
Application of volatility-managed portfolios in the context of a volatility index
Subramanian, Abhishek, (2023)
-
The risk-return tradeoff among equity factors
Barroso, Pedro, (2024)
- More ...
-
Understanding the Risk-Return Relation : The Aggregate Wealth Proxy Actually Matters
Cederburg, Scott, (2017)
-
Does it pay to bet against beta? : on the conditional performance of the beta anomaly
Cederburg, Scott, (2016)
-
Asset-pricing anomalies at the firm level
Cederburg, Scott, (2015)
- More ...