The effect of long term dependence on risk-return models of common stocks
Year of publication: |
1979
|
---|---|
Authors: | Greene, Myron T. ; Fielitz, Bruce D. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 27.1979, 5, p. 944-951
|
Subject: | Kapitalanlage Portefeuilleplanung |
-
Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
-
Tax effects on the allocation of capital among sectors and among individuals : a portfolio approach
Slemrod, Joel, (1982)
-
The substitutability of debt and equity securities
Friedman, Benjamin M., (1983)
- More ...
-
Long-term dependence in common stock returns
Greene, Myron T., (1977)
-
Muller, Frederick L., (1984)
-
Long-Term Dependence and Least Squares Regression in Investment Analysis
Greene, Myron T., (1980)
- More ...