Temporal aggregation and risk-return relation
The function form of a linear intertemporal relation between risk and return is suggested by Merton's (1973) analytical work for instantaneous returns, whereas empirical studies have examined the nature of this relation using temporally aggregated data, i.e., daily, monthly, quarterly, or even...
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| المؤلفون الرئيسيون: | , , |
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| التنسيق: | text |
| اللغة: | English |
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Institutional Knowledge at Singapore Management University
2017
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| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/lkcsb_research/5244 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6243/viewcontent/SSRN_id960902.pdf |
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| المؤسسة: | Singapore Management University |
| اللغة: | English |