Revisiting the relationship between risk and return

Keyphrases

• Data Market 50%
• Economic Implications 50%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 50%
• Inconsistency 50%
• Monte Carlo Simulation 50%
• Risk-return Trade-off 100%
• Structural Breaks 50%
• US Stock Market 50%
• Volatility Persistence 50%

Economics, Econometrics and Finance

• Generalized Autoregressive Conditional Heteroskedasticity 50%
• Monte Carlo Simulation 50%
• Risk-Return Tradeoff 100%
• Volatility 50%