SPECIFICATION ERROR, RANDOM COEFFICIENT, AND THE RISK-RETURN RELATIONSHIP

被引：0
|
作者：
FABOZZI, FJ
FRANCIS, JC
LEE, CF
机构：
[1] CUNY QUEENS COLL, FLUSHING, NY 11367 USA
[2] CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
[3] UNIV ILLINOIS, URBANA, IL 61801 USA
来源：
QUARTERLY REVIEW OF ECONOMICS AND BUSINESS | 1982年 / 22卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：23 / 31
页数：9
相关论文
共 50 条
  • [21] RISK-RETURN RELATIONSHIP IN ASIAN, AMERICAN AND EUROPEAN STOCK MARKETS
    Mittal, Ruhee
    Narwal, Karam Pal
    Sheera, Ved Pal
    SINGAPORE ECONOMIC REVIEW, 2021, 66 (05): : 1397 - 1420
  • [22] An Empirical Investigation on the Risk-Return Relationship of Carbon Future Market
    Li Ziran
    Qiao Han
    Song Nan
    Zu Lei
    JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2016, 29 (04) : 1057 - 1070
  • [23] Football and the Risk-Return Relationship for a Stock Market: Borsa Istanbul
    Berument, M. Hakan
    Ceylan, Nildag Basak
    Onar, Bahar
    EMERGING MARKETS FINANCE AND TRADE, 2013, 49 (02) : 19 - 30
  • [24] Fixed versus variable reference points in the risk-return relationship
    Gooding, RZ
    Goel, S
    Wiseman, RM
    JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 1996, 29 (02) : 331 - 350
  • [25] CAPM and the calendar. Empirical anomalies and the risk-return relationship
    Cadsby, Charles Bram
    Management Science, 1992, 38 (11)
  • [26] An Empirical Investigation on the Risk-Return Relationship of Carbon Future Market
    LI Ziran
    QIAO Han
    SONG Nan
    ZU Lei
    Journal of Systems Science & Complexity, 2016, 29 (04) : 1057 - 1070
  • [27] A FUNDAMENTAL-STUDY OF THE SEASONAL RISK-RETURN RELATIONSHIP - A NOTE
    CHANG, EC
    PINEGAR, JM
    JOURNAL OF FINANCE, 1988, 43 (04): : 1035 - 1039
  • [28] Risk-return profile - Reply
    Mallaby, Sebastian
    FOREIGN AFFAIRS, 2007, 86 (03) : 163 - 164
  • [29] The risk-return relation puzzle
    Guo, Hui
    Pai, Yu-Jou
    PACIFIC-BASIN FINANCE JOURNAL, 2021, 69
  • [30] Disagreement and the risk-return relation
    Jia, Yun
    Yang, Chunpeng
    ECONOMIC MODELLING, 2017, 64 : 97 - 104
12345