Is There an Intertemporal Relation between Downside Risk and Expected Returns?
Turan G. Bali, K. Ozgur Demirtas and Haim Levy
- 期刊名称The Journal of Financial and Quantitative Analysis
- 作者Turan G. Bali, K. Ozgur Demirtas and Haim Levy
- 卷第44卷
- 期第4期
- 印刷ISSN0022-1090
- 电子ISSN1756-6916
- 文件大小2281.43KB
- 发表时间2009-08
- DOI10.2307/40505974
- 页码883-909