Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?
Author:
Affiliation:
1. Antti Ilmanen is managing director at AQR Capital Management (Europe) LLP, London.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v68.n5.7
Reference25 articles.
1. Downside Risk
2. The Cross-Section of Volatility and Expected Returns
3. Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
4. Maxing out: Stocks as lotteries and the cross-section of expected returns
5. A Model of Casino Gambling
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