Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
by Robert D. Brooks; Robert W. Faff; Michael D. McKenzie
| Year of publication: |
1998
|
|---|---|
| Authors: | Brooks, Robert |
| Other Persons: | Faff, Robert W. (contributor) ; McKenzie, Michael D. (contributor) |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 23.1998, 1, p. 1-22
|
| Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Australien | Australia | 1974-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Australian journal of management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001256324