A new approach to risk-return trade-off dynamics via decomposition (Q1656505)
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scientific article; zbMATH DE number 6916258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to risk-return trade-off dynamics via decomposition |
scientific article; zbMATH DE number 6916258 |
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A new approach to risk-return trade-off dynamics via decomposition (English)
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10 August 2018
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absolute return and sign
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copulas
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nonlinear dependence
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return skewness and asymmetry
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asset pricing
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international financial markets
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