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The Impact of Asymmetry on Expected Stock Returns: An Investigation of Alternative Risk Measures.

Stephen HuffmanCliff R. Moll
Published in: Algorithmic Finance (2011)
Keyphrases
  • risk measures
  • stock returns
  • stock market
  • developed countries
  • panel data
  • risk averse
  • stock price
  • cross sectional
  • financial time series
  • developing countries
  • information technology
  • robust optimization