Risk-neutral beta and idiosyncratic downside risk of individual stocks

Gang Li, Chu Zhang

Research output: Unpublished conference presentation (presented paper, abstract, poster)Conference presentation (not published in journal/proceeding/book)Academic researchpeer-review

Original languageEnglish
Publication statusNot published / presented only - Dec 2018
EventAustralasian Finance and Banking Conference - Sydney, Australia
Duration: 13 Dec 201815 Dec 2018

Conference

ConferenceAustralasian Finance and Banking Conference
CountryAustralia
CitySydney
Period13/12/1815/12/18

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