The risk–return tradeoff among equity factors
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DOI: 10.1016/j.jempfin.2024.101518
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More about this item
Keywords
Asset pricing; Risk–return tradeoff; ICAPM; Realized volatility; Profitability and investment factors;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
Statistics
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