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The possible misdiagnosis of a crisis
Roll, Richard - In: Financial analysts' journal : FAJ 67 (2011) 2, pp. 12-17
Persistent link: https://www.econbiz.de/10008991973
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Volatility, correlation, and diversification in a multi-factor world
Roll, Richard - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 11-18
Persistent link: https://www.econbiz.de/10009708228
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Benefits to homeowners from mortgage portfolios retained by Fannie Mae and Freddie Mac
Roll, Richard - In: Journal of financial services research : JFSR 23 (2003) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001763520
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US Treasury inflation-indexed bonds : the design of a new security
Roll, Richard - In: The journal of fixed income 6 (1996) 3, pp. 9-28
Persistent link: https://www.econbiz.de/10001214262
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Industrial structure and the comparative behavior of international stock market indices
Roll, Richard - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 3-41
Persistent link: https://www.econbiz.de/10001124521
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A note on the geometry of Shanken's CSR T2 test for mean variance efficiency
Roll, Richard - In: Journal of financial economics 14 (1985) 3, pp. 349-357
Persistent link: https://www.econbiz.de/10001009729
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The hubris hypothesis of corporate takeovers
Roll, Richard - In: The journal of business : B 59 (1986) 2, pp. 197-216
Persistent link: https://www.econbiz.de/10001010466
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Rational infinitely lived asset prices must be non-stationary
Roll, Richard - In: Journal of banking & finance 26 (2002) 6, pp. 1093-1097
Persistent link: https://www.econbiz.de/10001670758
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Price volatility, international market links, and their implications for regulatory policies
Roll, Richard - In: Journal of financial services research : JFSR 3 (1989) 2, pp. 211-246
Persistent link: https://www.econbiz.de/10001092928
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The efficient frontier : a note on the curious difference between variance and standard deviation
Roll, Richard - In: The journal of portfolio management : JPM 48 (2021) 1, pp. 93-97
Persistent link: https://www.econbiz.de/10012656110