2

Volatility risk and the value premium: Evidence from the French stock market

Year:
2010
Language:
english
File:
PDF, 206 KB
english, 2010
5

Volatility of aggregate volatility and hedge fund returns

Year:
2017
Language:
english
File:
PDF, 3.79 MB
english, 2017
10

Does aggregate uncertainty explain size and value anomalies?

Year:
2017
Language:
english
File:
PDF, 1.56 MB
english, 2017
12

Aggregate Volatility and Market Jump Risk: A Risk-Based Explanation to Size and Value Premia

Year:
2009
Language:
english
File:
PDF, 547 KB
english, 2009
13

Aggregate Volatility and Threshold CAPM

Year:
2010
Language:
english
File:
PDF, 728 KB
english, 2010