Market Returns and Interim Risk in Mergers.
Davidson HeathMark MitchellPublished in: Manag. Sci. (2023)
Keyphrases
- black scholes
- risk neutral
- risk evaluation
- decision making
- financial crisis
- risk aversion
- dow jones
- risk management
- portfolio management
- market data
- financial markets
- option pricing
- sharpe ratio
- risk averse
- investment strategies
- financial data
- risk analysis
- trading strategies
- stock exchange
- risk assessment
- asset allocation
- risk measures
- minimum risk
- early warning
- stock price
- investment decisions
- market share
- foreign exchange
- high risk
- risk factors