Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand
Published Online:7 May 2009https://doi.org/10.1287/mnsc.1090.1011
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mnsc.1090.1011-sm-ec.pdf (190 KB)
- Cited by
- 26 February 2018 | The Geneva Risk and Insurance Review, Vol. 43, No. 1
- Mathematical Problems in Engineering, Vol. 2013
Volume 55, Issue 7
July 2009
Pages iv-1266
Article Information
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- Received:June 06, 2003
- Accepted:February 06, 2009
- Published Online:May 07, 2009
Copyright © 2009, INFORMS
Cite as
Burton Hollifield, Alan Kraus, (2009) Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand. Management Science 55(7):1227-1236.
https://doi.org/10.1287/mnsc.1090.1011
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