Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium

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Translated title of the contribution	Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium
Original language	English
Pages (from-to)	363-374
Journal	Review of Financial Economics
Volume	16
Issue number	4
DOIs	https://doi.org/10.1016/j.rfe.2006.10.001
Publication status	Published - 2007
Publication type	A1 Journal article-refereed

Publication forum classification

@article{75cfee36af824514bac281f47ae4b5d8,

title = "Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium",

author = "J. Kanniainen",

note = "Contribution: organisation=teta,FACT1=1",

year = "2007",

doi = "10.1016/j.rfe.2006.10.001",

language = "English",

volume = "16",

pages = "363--374",

journal = "Review of Financial Economics",

issn = "1058-3300",

publisher = "John Wiley & Sons Inc.",

number = "4",

}

TY - JOUR

T1 - Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium

AU - Kanniainen, J.

N1 - Contribution: organisation=teta,FACT1=1

PY - 2007

Y1 - 2007

U2 - 10.1016/j.rfe.2006.10.001

DO - 10.1016/j.rfe.2006.10.001

M3 - Article

SN - 1058-3300

VL - 16

SP - 363

EP - 374

JO - Review of Financial Economics

JF - Review of Financial Economics

IS - 4

ER -