Friedrich Lorenz

University of Muenster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

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Scholarly Papers (1)

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Downside Risks and the Price of Variance Uncertainty

Number of pages: 65 Posted: 13 Feb 2018 Last Revised: 27 Jun 2019
Friedrich Lorenz and Malte Schumacher
University of Muenster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 201 (150,923)

Abstract:

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Downside Risks, Variance Risk Premium, Generalized Disappointment Aversion