Friedrich Lorenz

University of Muenster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

  • University of Muenster - Finance Center Muenster

SCHOLARLY PAPERS

1

DOWNLOADS

201

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

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:

Loading...

Downside Risks, Variance Risk Premium, Generalized Disappointment Aversion