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The prediction of systematic risk
Rosenberg, Barr; Guy, James - 1975
Persistent link: https://www.econbiz.de/10000969734
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The Fundamental Determinants of Risk In Banking
Rosenberg, Barr - 1978
This study is concerned with establishing the determinants of banks' exposure to risk and with predicting risk in banking. Using the COMPUSTAT data base, prediction rules have been developed for two aspects of risk: systematic risk (risk that is related to covariance with the market portfolio)...
Persistent link: https://www.econbiz.de/10012478884
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The Fundamental Determinants of Risk in Banking.
Rosenberg, Barr; Philip R. Perry. - Department of Economics, University of California-Berkeley - 1978
Persistent link: https://www.econbiz.de/10005292402
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Portfolio Optimization Algorithms: A Progress Report.
Rosenberg, Barr; Andrew Rudd. - Department of Economics, University of California-Berkeley - 1976
Persistent link: https://www.econbiz.de/10005292407
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The Yield/Beta/Residual Risk Tradeoff.
Rosenberg, Barr; Andrew Rudd. - Department of Economics, University of California-Berkeley - 1978
Persistent link: https://www.econbiz.de/10005292438
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Common Factors in Security Returns: Microeconomic Determinants and Macroeconomic Correlates.
Rosenberg, Barr; Vinay Marathe. - Department of Economics, University of California-Berkeley - 1976
Persistent link: https://www.econbiz.de/10005292443
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The "Market Model" in Investment Management.
Rudd, Andrew; Rosenberg, Barr - In: Journal of Finance 35 (1980) 2, pp. 597-607
Persistent link: https://www.econbiz.de/10005302797
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Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency.
Rosenberg, Barr; Rudd, Andrew - In: Journal of Finance 37 (1982) 2, pp. 543-54
Persistent link: https://www.econbiz.de/10005214385
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The Distribution of the Mid-Range-A Comment.
Rosenberg, Barr - In: Econometrica 38 (1970) 1, pp. 176-77
Persistent link: https://www.econbiz.de/10005332203