The mean-variance relation: a 24-hour story

DOI10.1016/J.ECONLET.2021.110053zbMath1471.91554OpenAlexW3194768464MaRDI QIDQ2236246

Wenzhao Wang

Publication date: 22 October 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.110053

zbMATH Keywords

overnight returnrisk-return tradeoffmean-variance relation

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

Cites Work

• The mean-variance relation and the role of institutional investor sentiment

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