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

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

Xehetasun bibliografikoak
Argitaratua izan da:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Egile nagusia: Bali, Turan G.
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Correlation analysis.
Expected returns.
Risk assessment.
Securities markets.