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Extra-market sensitivity to a gold price factor : evidence from national market portfolios
Davidson, Sinclair; Faff, Robert W. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 23 (1999) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10001437502
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Diversification and second order risk
Davidson, Sinclair - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 17 (1993) 3, pp. 41-51
Persistent link: https://www.econbiz.de/10001161526
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Diversification and second order risk
Davidson, Sinclair; Meyer, S. L. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 17 (1993) 3, pp. 41-51
Persistent link: https://www.econbiz.de/10009952016
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Are returns in the international economy explained by a single or multi-factor structure?
Davidson, Sinclair; Faff, Robert W.; Mitchell, H. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 26 (2002) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10001658856