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Seminar –Beyond arbitrage: Deviations from risk-return

Erasmus Universiteit Rotterdam

Differences in expected returns reflect and guide investment decisions in the economy. Thus, one often wants to explain differences in expected return without assuming a specific model of the economy. We propose two tests to assess whether risk alone can explain differences in expected returns.

Room ET-14


  • Benjamin Holcblat (Université du Luxembourg)


Burgemeester Oudlaan 50,
3062 PA Rotterdam