The relationship between volatility and expected returns : some evidence for Australia
Year of publication: |
2011
|
---|---|
Authors: | Darrat, Ali F. ; Li, Bin ; Benkato, Omar M. |
Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 10.2011, 1, p. 27-43
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Portfolio-Management | Portfolio selection | CAPM | Australien | Australia | 1982-2006 |
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