Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium (Q5880521)

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scientific article; zbMATH DE number 7659247
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Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
scientific article; zbMATH DE number 7659247

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    Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium (English)
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    3 March 2023
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    downside risk
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    disaster risk
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    option return
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    low-risk anomaly
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    mispricing
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    disagreement
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