The Risk-Return Paradox for Strategic Management: Disentangling True and Spurious Effects

This paper shows that skewness of individual firms return distributions has a considerable spurious effect on the mean-variance relationship as it is usually measured.

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Year of publication:	2007-09-01
Authors:	Henkel, Joachim
Publisher:	Universität <München> / Fakultät für Betriebswirtschaft
Subject:	Investitionsrisiko \| Strategisches Management \| Mittelwert \| median \| Führungsentscheidung

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Extent:	264192 bytes 26 p. application/pdf
Series:	Universität München - Fakultät für Betriebswirtschaft - Veröffentlichungen
Type of publication:	Book / Working Paper
Language:	English
Classification:	Strategic management ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005846117