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

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

Bibliografiska uppgifter
I publikationen:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Huvudupphovsman: Bali, Turan G.
Materialtyp: Artikel
Språk:English
Ämnen:
Correlation analysis.
Expected returns.
Risk assessment.
Securities markets.