Measuring long-term tail risk: Evaluating the performance...

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Journal of Empirical Finance 2018 / 3

Measuring long-term tail risk: Evaluating the performance of the square-root-of-time rule

Wang, Jying-Nan, Du, Jiangze, Hsu, Yuan-Teng
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Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2018.03.004
Date:
March, 2018
File:
PDF, 1.53 MB
english, 2018
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