Why is it so difficult to uncover the risk-return tradeoff in stock returns?
type: Item
instance of: scholarly article
title: Why is it so difficult to uncover the risk-return tradeoff in stock returns?
zbMATH Open document ID: 1254.91603
author: Markku Lanne
author: Pentti Saikkonen
published in: Economics Letters
publication date: 2013-01-08T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6123375
zbMATH Keywords: asset pricing
zbMATH Keywords: GARCH-in-mean
zbMATH Keywords: asymptotic power
MaRDI profile type: Publication
full work available at URL: j.econlet.2006.01.029
OpenAlex ID: W2094036265
Wikidata QID: Q61626729
cites work: An Intertemporal Capital Asset Pricing Model
cites work: Q5556138
DOI: 10.1016/J.ECONLET.2006.01.029
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description: scientific article; zbMATH DE number 6123375