Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10001743598
Persistent link: https://www.econbiz.de/10001782291
Persistent link: https://www.econbiz.de/10003901202
Persistent link: https://www.econbiz.de/10003459175
Persistent link: https://www.econbiz.de/10003459180
Persistent link: https://www.econbiz.de/10003830482
Persistent link: https://www.econbiz.de/10003647212
Persistent link: https://www.econbiz.de/10003713595
This paper examines the intertemporal relation between downside risk and expected stock returns. Value at risk (VaR), expected shortfall, and tail risk are used as measures of downside risk to determine the existence and significance of a risk-return tradeoff. We find a positive and significant...
Persistent link: https://www.econbiz.de/10013116938
Persistent link: https://www.econbiz.de/10012133022