Giovanni Bruno

EDHEC Business School - Scientific Beta

393 Prom. des Anglais

Nice, PACA 06200

France

SCHOLARLY PAPERS

2

DOWNLOADS

340

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Expected Equity Returns Should Correlate with Idiosyncratic Risk

Number of pages: 50 Posted: 25 Oct 2018
Giovanni Bruno and Jørgen Haug
EDHEC Business School - Scientific Beta and Norwegian School of Economics (NHH) - Department of Finance
Downloads 215 (261,298)
Citation 1

Abstract:

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asset volatility, conditional CAPM, coskewness, covariance, equity elasticity, expected returns, idiosyncratic risk puzzle, leverage effect

2.

Options and Risk

Number of pages: 55 Posted: 22 Jul 2020
Giovanni Bruno and Jørgen Haug
EDHEC Business School - Scientific Beta and Norwegian School of Economics (NHH) - Department of Finance
Downloads 125 (411,942)

Abstract:

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Option pricing, general equilibrium, idiosyncratic risk, systematic risk