Is there an intertemporal relation between downside risk and expected returns?.

Is there an intertemporal relation between downside risk and expected returns?.

Opis bibliograficzny
Wydane w:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
1. autor: Bali, Turan G.
Format: Artykuł
Język:English
Hasła przedmiotowe:
Correlation analysis.
Expected returns.
Risk assessment.
Securities markets.