Listar por tema "asset pricing"

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    • 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 ...