Similar Search Results - EconBiz

Hedge funds : risk and return

Malkiel, Burton G.; Saha, Atanu - 2004

Persistent link: https://www.econbiz.de/10003834800

Valuation of cash flows with time-varying cessation risk

Saha, Atanu; Malkiel, Burton G. - In: Journal of business valuation and economic loss analysis 7 (2012) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10009547582

Idiosyncratic equity risk two decades later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - In: Critical finance review 12 (2023) 1/4, pp. 203-223

Persistent link: https://www.econbiz.de/10014370374

Idiosyncratic Equity Risk Two Decades Later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - 2022

This paper reviews the literature on idiosyncratic equity volatility since the publication of “Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk” in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton,...

Persistent link: https://www.econbiz.de/10013291964

Idiosyncratic Equity Risk Two Decades Later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - 2022

This paper reviews the literature on idiosyncratic equity volatility since the publication of “Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk” in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton,...

Persistent link: https://www.econbiz.de/10013293400

Risk preference estimation in the nonlinear mean standard deviation approach

Saha, Atanu - In: Economic inquiry : journal of the Western Economic … 35 (1997) 4, pp. 770-782

Persistent link: https://www.econbiz.de/10001230531

Expo-power utility : a 'flexible' form for absolute and relative risk aversion

Saha, Atanu - In: American journal of agricultural economics 75 (1993) 4, pp. 905-913

Persistent link: https://www.econbiz.de/10001152867

Refutable implications of the firm model under risk

Saha, Atanu - In: Applied economics 30 (1998) 4, pp. 441-448

Persistent link: https://www.econbiz.de/10001241261

Joint estimation of risk preference structure and technology using expo-power utility

Saha, Atanu - In: American journal of agricultural economics 76 (1994) 2, pp. 173-184

Persistent link: https://www.econbiz.de/10001166289

A household model of on-farm storage under price risk

Saha, Atanu - In: American journal of agricultural economics 76 (1994) 3, pp. 522-534

Persistent link: https://www.econbiz.de/10001169743

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