There is a risk-return trade-off after all

Journal of Financial Economics

Volumn 76, Issue 3, 2005, Pages 509-548

  Ghysels, Eric ^a   Santa Clara, Pedro ^b   Valkanov, Rossen ^b  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Conditional variance; ICAPM; MIDAS; Risk return trade off

Indexed keywords

EID: 19144367999     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.03.008     Document Type: Article

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