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Return, risk, and yield : evidence from ex ante data
Ang, James S.; Peterson, David R. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 537-548
Persistent link: https://www.econbiz.de/10001837721
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Differencing interval and autocorrelation effects on portfolio diversification : additive versus multiplicative assumptions
Chen, Son-Nan; Keown, Arthur J. - In: Journal of economics & business 34 (1982) 1, pp. 39-50
Persistent link: https://www.econbiz.de/10002000006
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A definition of generalized correlation and its application for portofolio analysis
Scheffman, D. T. - In: Economic inquiry : journal of the Western Economic … 13 (1975), pp. 277-286
Persistent link: https://www.econbiz.de/10002767479
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Estimation of multiperiod expected rates of return when investment relatives are lognormally distributed
Karson, Marvin J.; Cheng, David C. - In: Journal of business & economic statistics : JBES ; a … 3 (1985) 2, pp. 140-148
Persistent link: https://www.econbiz.de/10002145388
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Tracking asset volatility by means of a Bayesian switching regression
Mehta, Cyrus R.; Beranek, William - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 2, pp. 241-263
Persistent link: https://www.econbiz.de/10002442587
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Long-term dependence and least squares regression in investment analysis
Greene, Myron T.; Fielitz, Bruce D. - In: Management science : journal of the Institute for … 26 (1980) 10, pp. 1031-1038
Persistent link: https://www.econbiz.de/10002521943
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Forecasting systematic risk : estimates of "raw" beta that take account of the tendency of bata to change and the heteroskedasticity of residual returns
Fisher, Lawrence; Kamin, Jule H. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 2, pp. 127-149
Persistent link: https://www.econbiz.de/10002162317
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Conditioning the return-generating process on firm-specific events : a discussion of event study methods
Thompson, Rex - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10002909381
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Stochastic programming in portfolio selection
Peters, R. J. - 1979
Persistent link: https://www.econbiz.de/10003211021
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Statistical inference in two-parameter portfolio theory with multiple regression software
Jobson, J. D.; Korkie, Bob - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 2, pp. 189-197
Persistent link: https://www.econbiz.de/10003160237