01166nas a2200133   4500008004100000245007200041210006900113260000900182490000700191520069100198653001200889100001700901856011400918       2010                        eng d00aInvestor perceptions and volatility within the risk-return tradeoff0 aInvestor perceptions and volatility within the riskreturn tradeo  c20100 v203 aConditional asset pricing models within the risk-return literature describe a relation between expected risk and return for period t+1, with expectations formed during period t. Existing risk estimates in the literature are formed using backwards looking measures during period t, which are projected forward for period t+1. Evidence suggests ex post observations do not always correspond with conditional ex ante expectations. Using forward looking survey data, I compare measures of expected risk, with common estimates of risk in the literature. Supporting empirical research, I find a strong relation between forward looking investor risk perceptions and conditional risk estimates.10aFinance1 aBerger, Dave  uhttps://dev.business.oregonstate.edu/biblio/investor-perceptions-and-volatility-within-risk-return-tradeoff-0