Aggregate Tail Risk and Expected Returns Journal Articles Refereed uri icon

Overview

Published in

  • The Review of Asset Pricing Studies

Time

Date/time value

  • 2018

Identity

Digital Object Identifier (DOI)

  • 10.1093/rapstu/ray002

Additional Document Info

Parent Title

  • REVIEW OF ASSET PRICING STUDIES

Volume

  • 8

Issue

  • 1

Publisher

  • Oxford University Press