Appropriate Expected Return and the Relationship with Risk

• المؤلفون الرئيسيون: Panutat Maneemaroj, Ravi Lonkani, Chanon Chingchayanurak
• التنسيق: دورية
• منشور في: 2019
• الموضوعات: Business, Management and Accounting
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85063592458&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/65431

© 2019 International Management Institute, New Delhi. Theoretically, risk-averse investors who expose to higher level of risks should expect to be compensated with more returns. However, prior studies empirically found inconclusive and often counterintuitive results. Motivated by advanced econometri...