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Expected and realized returns in conditional asset pricing models: A new testing approach

Research output: Contribution to journalArticleScientificpeer-review

LanguageEnglish
Peer-reviewed scientific journalJournal of Empirical Finance
Volume52
Issue numberJune
Pages220-236
Number of pages17
ISSN0927-5398
DOIs
Publication statusPublished - 10.04.2019
MoE publication typeA1 Journal article - refereed

    Research areas

  • 512 Business and Management - Conditional asset pricing, Equity premium, Risk aversion, Risk–return trade-off, Volatility-feedback
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