Volatility risk premium, risk aversion, and the cross-section of stock returns
Peter Nyberg; Anders Wilhelmsson
| Year of publication: |
2010
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|---|---|
| Authors: | Nyberg, Peter ; Wilhelmsson, Anders |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 45.2010, 4, p. 1079-1100
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| Subject: | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008698944