Delwedd Flaen

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

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Prif Awdur: Bali, Turan G.
Fformat: Erthygl
Iaith:Saesneg
Pynciau:
Correlation analysis.
Expected returns.
Risk assessment.
Securities markets.