Risk premia: asymmetric tail risks and excess returns

Y. Lempérière, C. Deremble, T. T. Nguyen, P. Seager, M. Potters and J. P. Bouchaud

Quantitative Finance, 2017, vol. 17, issue 1, 1-14

Date: 2017
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Citations: View citations in EconPapers (23)

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DOI: 10.1080/14697688.2016.1183035

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