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Presentations at an Academic or Professional conference (2018), 2018 Frontiers of Factor Investing

Variance Premium, Downside Risk, and Expected Stock Returns

FEUNOU B., LOPEZ ALIOUCHKIN R., TÉDONGAP Roméo , XU Peng

FEUNOU, B., LOPEZ ALIOUCHKIN, R., TÉDONGAP, R. and XU, P. (2018). Variance Premium, Downside Risk, and Expected Stock Returns. In: 2018 Frontiers of Factor Investing.