Work

Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks

Year: 2020

Type: preprint

Abstract: dx.doi.org

Source: SSRN Electronic Journal

DOI: 10.17605/osf.io/7xcqw

Authors: Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov

Institutions: University of Massachusetts Amherst, Frankfurt School of Finance & Management

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3094973249

Cites: 50

Cited by: 20

Related to: 10