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2024-03-28T13:23:14+00:00
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The Term Structures of Loss and Gain Uncertainty
https://www.bankofcanada.ca/2020/06/staff-working-paper-2020-19/
We investigate the uncertainty around stock returns at different investment horizons. Since a return is either a loss or a gain, we categorize return uncertainty into two components—loss uncertainty and gain uncertainty. We then use these components to evaluate investment.
2020-06-05T10:41:44+00:00
en
The Term Structures of Loss and Gain Uncertainty
2020-06-05
Asset pricing
Econometric and statistical methods
Staff Working Paper 2020-19
https://www.bankofcanada.ca/wp-content/uploads/2020/06/swp2020-19.pdf
Staff Working Paper 2020-19
Bruno Feunou
Ricardo Lopez Aliouchkin
Roméo Tedongap
Lai Xu
June 2020
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