ListarCOFIN_Articles por tema "non-linear dependence"
Mostrando ítems 1-1 de 1
-
The non-linear trade-off between return and risk and its determinants
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 ...