Downside risks and the cross-section of asset returns

2018/03/26 by Adam Farago, Ádám Faragó, Roméo Tédongap · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Monetary Policy and Economic Impact #Stochastic processes and financial applications

paper · doi:10.1016/j.jfineco.2018.03.010

openalex publication_date 2018/03/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/25

Citations

• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Safety First and the Holding of Assets
• Risk, Return, and Equilibrium: Empirical Tests
• On Persistence in Mutual Fund Performance
• Prospect Theory: An Analysis of Decision under Risk
• The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

Cited by

• Risk appetite and (mis)pricing