Investors' Risk and Return Expectations
The study analyzes risk and return expectations on 19 asset classes from 1987 to 2022, highlighting a strong risk-return tradeoff and the predictive power of expected returns.
Featured in No. 30 on 20 Dec 2023 ·
- Released
- 25 May 2023
- First featured
- No. 30 · 20 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 609
- Identifier
- SSRN 4668280
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).