Temporal aggregation and the estimation of the market price of risk
Year of publication: |
1980
|
---|---|
Authors: | Hawawini, Gabriel A. ; Vora, Ashok |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 5.1980, 2, p. 165-170
|
Subject: | Kapitalanlage | Risiko |
-
Unemployment and portfolio choice: Does persistence matter?
Kuzin, Vladimir N., (2010)
-
Risk and expected returns of private equity investments: Evidence based on market prices
Jegadeesh, Narasimhan, (2010)
-
Stock Selection, Style Rotation, and Risk
Lucas, André, (2001)
- More ...
-
A brief history of yield approximations
Hawawini, Gabriel A., (2007)
-
The capital asset pricing model and the investment horizon : comment
Hawawini, Gabriel A., (1981)
-
Investment horizon, diversification, and the efficiency of alternative beta forecasts
Hawawini, Gabriel A., (1981)
- More ...