Value at Risk and Expected Stock Returns
Author:
Affiliation:
1. Turan G. Bali is associate professor of finance at Baruch College, Zicklin School of Business, City University of New York.
2. Nusret Cakici is professor of finance at City College, City University of New York.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v60.n2.2610
Reference31 articles.
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