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

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

Bibliografiske detaljer
Udgivet i:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Hovedforfatter: Bali, Turan G.
Format: Article
Sprog:English
Fag:
Correlation analysis.
Expected returns.
Risk assessment.
Securities markets.