Open AccessDownside Variance Risk Premium
Author(s) -
Bruno Feunou,
Cédric Okou,
Mohammad R. JahanParvar
Publication year - 2015
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2015.020
Subject(s) - variance risk premium , downside risk , risk premium , skewness , equity premium puzzle , economics , volatility risk premium , liquidity premium , econometrics , capital asset pricing model , variance (accounting) , equity risk , financial economics , volatility (finance) , portfolio , implied volatility , valuation (finance) , liquidity risk , monetary economics , market liquidity , finance , accounting
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