Variance risk and the idiosyncratic volatility puzzle
Mahmoud Qadan, Kerem Shuval
| Year of publication: |
2022
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|---|---|
| Authors: | Qadan, Mahmoud ; Shuval, Kerem |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-11
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| Subject: | Idiosyncratic volatility | IVOL puzzle | Realized variance | Variance risk premium | Volatilität | Volatility | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Varianzanalyse | Analysis of variance | Kapitaleinkommen | Capital income | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102176 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014578075