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The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping; Yao, Tong; Zhang, Andrew Jianzhong - In: Journal of financial markets 61 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
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Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G. - In: The review of financial studies 9 (1996) 4, pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
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Normative portfolio theory and the stable Pareto-Levy distribution
Frankfurter, George M. - In: Advances in quantitative analysis of finance and … 1 (1991), pp. 131-146
Persistent link: https://www.econbiz.de/10001112397
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Variations in stock returns : asymmetries and other patterns
Lamoureux, Christopher G. (contributor);  … - 1994 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002461059