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Does conditional market skewness resolve the puzzling market risk-return relationship?
Omrane Guedhami,
Oumar Sy
Research output
:
Contribution to journal
›
Article
›
peer-review
7
Citations (Scopus)
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Dive into the research topics of 'Does conditional market skewness resolve the puzzling market risk-return relationship?'. Together they form a unique fingerprint.
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Business & Economics
Risk-return
100%
Skewness
97%
Market Risk
90%
Instrumental Variables
52%
Conditional Asset Pricing
48%
Time-varying Risk
41%
Asset Pricing Models
33%
Excess Returns
32%
Reward
29%
Hedge
29%