Bonomo, Marco
Garcia, René
Meddahi, Nour
Tédongap, Roméo
Funding for this research was provided by:
FQRSC-ANR (ANR-11-FRQU-002-01 - DFAPRM -)
Fondation du risque/SCOR
This article is maintained by: Elsevier
Article Title: The long and the short of the risk-return trade-off
Journal Title: Journal of Econometrics
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jeconom.2015.02.040
Content Type: article
Copyright: Copyright © 2015 Elsevier B.V. All rights reserved.