Systematic risk over various frequency bands : an empirical analysis of returns on size-ranked portfolios
Year of publication: |
1995
|
---|---|
Authors: | Lee, Kiseok |
Other Persons: | Ni, Shawn X. (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 49.1995, 1, p. 77-83
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Branchenorientierte Steuerung eines Kreditportfolios
Frank, Martin, (1999)
-
Rebels, conformists, contrarians and momentum traders
Gatev, Evan G., (2000)
-
Bröker, Frank, (2000)
- More ...
-
An empirical analysis of the output effects of temporary and persistent government purchases
Lee, Kiseok, (1997)
-
Stock returns, real activities and temporary and persistent inflation
Lee, Kiseok, (1996)
-
Oil shocks and the macroeconomy : the role of price variability
Lee, Kiseok, (1995)
- More ...