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

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

Bibliografische gegevens
Gepubliceerd in:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Hoofdauteur: Bali, Turan G.
Formaat: Artikel
Taal:English
Onderwerpen:
Correlation analysis.
Expected returns.
Risk assessment.
Securities markets.