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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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1

Does Idiosyncratic Volatility Proxy for a Missing Risk Factor? Evidence from Using Portfolios as Test Assets

Gempesaw, David Conrad 11 August 2014 (has links)
No description available.
Finance
Economics
idiosyncratic risk
idiosyncratic volatility
IVOL
IVOL puzzle
missing risk factor
systematic risk
risk premium
portfolio diversification
portfolios
exchange traded funds
ETFs
asset pricing
CAPM
Fama-French
Fama-MacBeth
financial economics

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