Extreme Downside Risk in the Cross-Section of Asset Returns (2023)

First Author: Ergun L
Attributed to:  Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.4360085

Publication URI: http://dx.doi.org/10.2139/ssrn.4360085

Type: Preprint