There is a risk-return tradeoff after all
By: Eric Ghysels, Pedro Santa-Clara, Rossen Valkanov.
Contributors: Santa-Clara, Pedro.; Valkanov, Rossen I. 1973-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10913.; Working paper series (National Bureau of Economic Research) -- working paper no. 10913.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 37
Subjects: Stocks -- Econometric models
Notes: "November 2004."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).