By continuing on this site you have agreed to cookies being placed and accessed by this website. More information and adjusting cookie settings.

Robeco uses cookies to analyze your visit to this site, to share information via social media and to personalize the site and advertisements in line with your own preferences. By clicking on agree or by continuing on this site, you agree to the above. More information and adjusting cookie settings.

AGREE

Robeco uses cookies to analyze your visit to this site, to share information via social media and to personalize the site and advertisements in line with your own preferences. By clicking on agree or by continuing on this site, you agree to the above. More information and adjusting cookie settings.

AGREE

By continuing on this site you have agreed to cookies being placed and accessed by this website. More information and adjusting cookie settings.

Waarom is er een volatiliteitseffect? Nieuwe gezamenlijke studie

29-05-2013 | Research | David Blitz, PhD, Eric Falkenstein, Ph.D, Pim van Vliet, PhD waarom-is-er-een-volatiliteitseffect-180x110.jpgRobeco’s David Blitz, Pim van Vliet en auteur Eric Falkenstein publiceren hun paper ‘Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions’. Empirische studies laten zien dat risico en rendement niet hand in hand gaan– in tegenstelling tot het Capital Asset Pricing Model (CAPM). Maar waarom? De auteurs komen met meer dan 10 verklaringen en laten zien dat het te vroeg is om het CAPM helemaal af te schrijven.
Deel deze pagina: