ListarCOFIN_Articles por tema "G12"

Mostrando ítems 1-2 de 2

    • openAccess   The non-linear trade-off between return and risk and its determinants 

      Cotter, John; Salvador, Enrique Elsevier (2022-04-08)
      We estimate a discrete approximation of the risk-return trade-off for the US market by using the whole universe of stocks from July 1963 to September 2017. We find the relationship between return and total risk to be ...

    • closedAccess   Why is timing perverse? 

      Matallín Sáez, Juan Carlos; Moreno, David; Rodríguez, Rosa Taylor & Francis (2015)
      The existence of negative market timing, even for passive portfolios, poses a relevant puzzle when assessing portfolio management. In this paper, we develop a simple theoretical model so as to explain why such perverse ...