Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium (Q5880521)
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scientific article; zbMATH DE number 7659247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium |
scientific article; zbMATH DE number 7659247 |
Statements
Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium (English)
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3 March 2023
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downside risk
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disaster risk
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option return
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low-risk anomaly
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mispricing
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disagreement
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