Apreçamento da assimetria idiossincrática no mercado brasileiro de ações
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- Type
- dissertation
- Published
- 2010-07-28
- Cited by
- 1
- References
- 21
- Access
- Open access
- OpenAlex
- https://openalex.org/W21423900
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:151020609
Keywords
Humanities, Geography, Political science, Art
References
- Household Portfolio Diversification: A Case for Rank-Dependent Preferences
- Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
- SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS
- Differences of Opinion, Short-Sales Constraints, and Market Crashes
- High idiosyncratic volatility and low returns: International and further U.S. evidence
- Common risk factors in the returns on stocks and bonds
- All their eggs in one basket: Portfolio diversification of US households
- Stocks as Lotteries: the Implications of Probability Weighting for Security Prices
- Expected Idiosyncratic Skewness
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
- Modeling and Estimating a Higher Systematic Co-Moment Asset Pricing Model in the Brazilian Stock Market
- On Diversification Given Asymmetry in Returns
- Equilibrium Underdiversification and the Preference for Skewness
- The Cross‐Section of Expected Stock Returns
- Distributional Characteristics of Emerging Market Returns and Asset Allocation
- The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
- Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
- Equilibrium Underdiversification and the Preference for Skewness
- THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
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