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

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

Detalles Bibliográficos
Publicado en:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Autor Principal: Bali, Turan G.
Formato: Artigo
Idioma:English
Subjects:
Correlation analysis.
Expected returns.
Risk assessment.
Securities markets.