Matches in SemOpenAlex for { <https://semopenalex.org/work/W3140904525> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W3140904525 abstract "This paper investigates how the downside tail risk of stock returns is differentiated cross-sectionally. Stock returns follow heavy-tailed distributions with downside tail risk determined by the tail shape and scale. If safety-first investors are concerned with sufficiently large downside losses, i.e. have a sufficiently low risk tolerance, then in the equilibrium, assets traded in the same market share a homogeneous tail shape parameter. Furthermore, if tail shapes are homogeneous, the equilibrium prices of assets are differentiated by the scales." @default.
- W3140904525 created "2021-04-13" @default.
- W3140904525 creator A5027175210 @default.
- W3140904525 creator A5037530060 @default.
- W3140904525 creator A5075611749 @default.
- W3140904525 creator A5086770219 @default.
- W3140904525 date "2013-01-01" @default.
- W3140904525 modified "2023-09-23" @default.
- W3140904525 title "The cross-section of tail risks in stock returns" @default.
- W3140904525 hasPublicationYear "2013" @default.
- W3140904525 type Work @default.
- W3140904525 sameAs 3140904525 @default.
- W3140904525 citedByCount "0" @default.
- W3140904525 crossrefType "posted-content" @default.
- W3140904525 hasAuthorship W3140904525A5027175210 @default.
- W3140904525 hasAuthorship W3140904525A5037530060 @default.
- W3140904525 hasAuthorship W3140904525A5075611749 @default.
- W3140904525 hasAuthorship W3140904525A5086770219 @default.
- W3140904525 hasConcept C106159729 @default.
- W3140904525 hasConcept C121332964 @default.
- W3140904525 hasConcept C121864883 @default.
- W3140904525 hasConcept C149782125 @default.
- W3140904525 hasConcept C162324750 @default.
- W3140904525 hasConcept C166957645 @default.
- W3140904525 hasConcept C204036174 @default.
- W3140904525 hasConcept C205649164 @default.
- W3140904525 hasConcept C2776719154 @default.
- W3140904525 hasConcept C2776734221 @default.
- W3140904525 hasConcept C2780821815 @default.
- W3140904525 hasConcept C66882249 @default.
- W3140904525 hasConceptScore W3140904525C106159729 @default.
- W3140904525 hasConceptScore W3140904525C121332964 @default.
- W3140904525 hasConceptScore W3140904525C121864883 @default.
- W3140904525 hasConceptScore W3140904525C149782125 @default.
- W3140904525 hasConceptScore W3140904525C162324750 @default.
- W3140904525 hasConceptScore W3140904525C166957645 @default.
- W3140904525 hasConceptScore W3140904525C204036174 @default.
- W3140904525 hasConceptScore W3140904525C205649164 @default.
- W3140904525 hasConceptScore W3140904525C2776719154 @default.
- W3140904525 hasConceptScore W3140904525C2776734221 @default.
- W3140904525 hasConceptScore W3140904525C2780821815 @default.
- W3140904525 hasConceptScore W3140904525C66882249 @default.
- W3140904525 hasLocation W31409045251 @default.
- W3140904525 hasOpenAccess W3140904525 @default.
- W3140904525 hasPrimaryLocation W31409045251 @default.
- W3140904525 hasRelatedWork W1588299157 @default.
- W3140904525 hasRelatedWork W1759438927 @default.
- W3140904525 hasRelatedWork W1975832798 @default.
- W3140904525 hasRelatedWork W2076314650 @default.
- W3140904525 hasRelatedWork W2086773887 @default.
- W3140904525 hasRelatedWork W2114523058 @default.
- W3140904525 hasRelatedWork W2126500633 @default.
- W3140904525 hasRelatedWork W2136056070 @default.
- W3140904525 hasRelatedWork W2142571861 @default.
- W3140904525 hasRelatedWork W2490078606 @default.
- W3140904525 hasRelatedWork W2583949329 @default.
- W3140904525 hasRelatedWork W2767513427 @default.
- W3140904525 hasRelatedWork W2807292122 @default.
- W3140904525 hasRelatedWork W2974765329 @default.
- W3140904525 hasRelatedWork W3121790431 @default.
- W3140904525 hasRelatedWork W3122792043 @default.
- W3140904525 hasRelatedWork W3122944342 @default.
- W3140904525 hasRelatedWork W3183977959 @default.
- W3140904525 hasRelatedWork W3201523213 @default.
- W3140904525 hasRelatedWork W3123796916 @default.
- W3140904525 isParatext "false" @default.
- W3140904525 isRetracted "false" @default.
- W3140904525 magId "3140904525" @default.
- W3140904525 workType "article" @default.