مرکز منطقه ای اطلاع رساني علوم و فناوري - Rothschild–Stiglitzʹs definition of increasing risk and the relationship between volatility and risk premium

Title of article :

Rothschild–Stiglitzʹs definition of increasing risk and the relationship between volatility and risk premium

Author/Authors :

Juho Kanniainen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

363

To page :

374

Keywords :

Increasing risk , Uncertainty , Capital asset pricing model , Risk premium , Volatility , Options , Investments

Journal title :

Review of Financial Economics

Serial Year :

2007

Journal title :

Review of Financial Economics

Record number :

231360

Link To Document :