Downside Risk
收藏NBER2005-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11824
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资源简介：
Economists have long recognized that investors care differently about downside losses versus upside gains. Agents who place greater weight on downside risk demand additional compensation for holding stocks with high sensitivities to downside market movements. We show that the cross-section of stock
提供机构：
美国国家经济研究局
创建时间：
2005-12-01
