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

Julkaisun otsikon käännös: Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium

Tutkimustuotos: Artikkeli › Tieteellinen › vertaisarvioitu

2 Sitaatiot (Scopus)

Julkaisun otsikon käännös	Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium
Alkuperäiskieli	Englanti
Sivut	363-374
Julkaisu	Review of Financial Economics
Vuosikerta	16
Numero	4
DOI - pysyväislinkit	https://doi.org/10.1016/j.rfe.2006.10.001
Tila	Julkaistu - 2007
OKM-julkaisutyyppi	A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä

Julkaisufoorumi-taso

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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",

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number = "4",

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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

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