Risk premia: asymmetric tail risks and excess returns.

Authors
  • LEMPERIERE Y.
  • DEREMBLE C.
  • NGUYEN T. t.
  • SEAGER P.
  • POTTERS M.
  • BOUCHAUD J. p.
Publication date
2016
Publication type
Journal Article
Summary No summary available.
Publisher
Informa UK Limited
Topics of the publication
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