Idiosyncratic Risk and the Cross-Section of Realized Returns: Reconciling the Aggregate Returns’ Predictability Evidence

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dc.contributor.authorDaniel Mantilla-García
dc.contributor.authorLionel Martellini
dc.contributor.authorRené García
dc.coverage.spatialBolivia
dc.date.accessioned2026-03-22T16:39:19Z
dc.date.available2026-03-22T16:39:19Z
dc.date.issued2009
dc.descriptionCitaciones: 3
dc.identifier.doi10.2139/ssrn.1572707
dc.identifier.urihttps://doi.org/10.2139/ssrn.1572707
dc.identifier.urihttps://andeanlibrary.org/handle/123456789/59520
dc.language.isoen
dc.publisherRELX Group (Netherlands)
dc.relation.ispartofSSRN Electronic Journal
dc.sourceUniversidad de Los Andes
dc.subjectPredictability
dc.subjectAggregate (composite)
dc.subjectSystematic risk
dc.subjectEconomics
dc.subjectSection (typography)
dc.subjectEconometrics
dc.subjectFinancial economics
dc.titleIdiosyncratic Risk and the Cross-Section of Realized Returns: Reconciling the Aggregate Returns’ Predictability Evidence
dc.typearticle

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