Ruenzi, StefanStefanRuenziWeigert, FlorianFlorianWeigert2023-04-132023-04-132017-12-15https://www.alexandria.unisg.ch/handle/20.500.14171/101698enAsset pricingasymmetric dependencecopulascrash sensitivitymomentumtail riskMomentum and Crash Sensitivityworking paper