𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Multinationals' diversification and the risk-return trade-off

✍ Scribed by W. Chan Kim; Peter Hwang; Willem P. Burgers


Book ID
112207725
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
995 KB
Volume
14
Category
Article
ISSN
0143-2095

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Is there a risk–return trade-off? Eviden
✍ Turan G. Bali; Lin Peng 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

## Abstract This paper examines the intertemporal relation between risk and return for the aggregate stock market using high‐frequency data. We use daily realized, GARCH, implied, and range‐based volatility estimators to determine the existence and significance of a risk–return trade‐off for severa