منابع مشابه
Investing when Volatility Fluctuates∗
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One of the tenets of equilibrium asset pricing models is that expected return of an asset is positively related to its risk (price variability of the asset). In other words, it is expected that assets with higher expected returns are also the ones with higher risk, or assets with lower risk are the ones with lower expected returns. The logic behind this idea is actually is simple and intuitive:...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2013
ISSN: 1556-5068
DOI: 10.2139/ssrn.2255327