Author:
Kolari James W.,Huang Jianhua Z.,Butt Hilal Anwar,Liao Huiling
Subject
Economics and Econometrics,Finance
Reference89 articles.
1. Stock returns and volatility: Pricing the short-run and long-run components of market risk;Adrian;J. Finance,2008
2. Ajili, S., The capital asset pricing model and the three factor model of Fama and French revisited in the case of France, Working paper, University of Paris Dauphine. https://basepub.dauphine.fr/handle/123456789/9237.
3. Downside risk;Ang;Rev. Financ. Stud.,2006
4. The cross-section of volatility and expected returns;Ang;J. Finance,2006
5. High idiosyncratic volatility and low returns: International and further U.S. evidence;Ang;J. Financ. Econ.,2009
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Valuation Using the Residual Income Valuation Model;Firm, Equity Asset, and Fixed Income Securities Valuation;2024
2. A Special Case of the Zero-Beta CAPM: The ZCAPM;Investment Valuation and Asset Pricing;2023
3. Net Long Portfolio Risk Analyses;Professional Investment Portfolio Management;2023
4. Net Long Portfolio Performance Analyses;Professional Investment Portfolio Management;2023
5. Building the Global Minimum Variance Portfolio G;Professional Investment Portfolio Management;2023