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Beta stability and portfolio formation
Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1993
Persistent link: https://www.econbiz.de/10000869915
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Beta stability and portfolio formation
Brooks, Robert - In: Pacific-Basin finance journal 2 (1994) 4, pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
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The form of time variation of systematic risk : some Australian evidence
Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1992
Persistent link: https://www.econbiz.de/10000849414
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Time stationarity of systematic risk : some Australian evidence
Faff, Robert W.; Lee, John H. H.; Fry, Tim R. L. - 1990
Persistent link: https://www.econbiz.de/10000849458