Asset pricing and the intertemporal risk-return tradeoff

The intertemporal risk-return tradeoff is the cornerstone of modern empirical finance and has been the focus of much debate over the years. The reason for this is because extant literature cannot agree as to the very nature of this important relation. This is troublesome in terms of academic theory...

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Bibliographic Details
Main Author: Koutmos, Dimitrios
Published: Durham University 2012
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.550671