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The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction

Rosenberg, Barr; Ohlson, James A. - In: Journal of Financial and Quantitative Analysis 11 (1976) 03, pp. 393-402

Persistent link: https://www.econbiz.de/10008479689

The Prediction of Systematic Risk.

Rosenberg, Barr; James Guy. - Department of Economics, University of California-Berkeley - 1975

Persistent link: https://www.econbiz.de/10005512121

Error Rates in CRSP and Compustat Data Bases and Their Implications.

Rosenberg, Barr; Michel Houglet. - Department of Economics, University of California-Berkeley - 1973

Persistent link: https://www.econbiz.de/10005476314

The Fundamental Determinants of Risk In Banking

Rosenberg, Barr; Perry, Philip R. - National Bureau of Economic Research (NBER) - 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/10005084985