the cross-section of volatility and expected returns.pdf下载

眼镜333 今日头条 工程师  2020-09-08 03:28:01
With the exception of the volatility pre- mium, our model is intentionally very similar to that of Fama and French (1992) , which is one of the most-cited papers in finance. The classic paper on the volatility premium ( Ang, Hodrick, Xing, & Zhang, 2006 ) was not until 2006
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