Is there an intertemporal relation between downside risk and expected returns?

Journal of Financial and Quantitative Analysis

Volumn 44, Issue 4, 2009, Pages 883-909

  Bali, Turan G ^a   Demirtas, K Ozgur ^a   Levy, Haim ^b  

^a CITY UNIVERSITY OF NEW YORK   (United States)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77049123933     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109009990159     Document Type: Article

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