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

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

Dades bibliogràfiques
Publicat a:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Autor principal: Bali, Turan G.
Format: Article
Idioma:English
Matèries:
Correlation analysis.
Expected returns.
Risk assessment.
Securities markets.