Browsing Departament: Finances i Comptabilitat by Source "The North American Journal of Economics and Finance, 2023"
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The time-varying risk–return trade-off and its explanatory and predictive factors
Elsevier (2023)We analyze the intertemporal dimension of the risk–return trade-off and determine the drivers that better explain and predict its evolution. To this end, we propose a novel estimate of the relationship between return and ...