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~isPartOf:"ERIM Report Series Research in Management"
~isPartOf:"Review of managerial science"
~subject:"temporal aggregation"
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temporal aggregation
holding period return
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Hallerbach, Winfried
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Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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ERIM Report Series Research in Management
Review of managerial science
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Holding
Period
Return-Risk Modeling: Ambiguity in Estimation
Hallerbach, Winfried
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Erasmus Research Institute of Management (ERIM), …
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2003
effect of temporal return aggregation and sample estimation error. Our major finding is that
holding
period
risk and return …
Persistent link: https://www.econbiz.de/10010731517
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