TIME SERIES MEASURE OF RISK

被引：0

作者：

BENZION, U ^{[1
]}

机构：

[1] TECH ISRAEL INST TECHNOL,HAIFA,ISRAEL

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D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：60 / 63

页数：4

共 9 条

[1]

BENZION U, 1973, APR P MIDW C AM I DE

[2] RATES OF RETURN ON INVESTMENTS IN COMMON-STOCKS [J].

FISHER, L ;

LORIE, JH .

[3] HOW RISKY IS MARKET [J].

FLEMING, RM .

[4]

FRIEDMAN M, 1968, OPTIMUM QUANTITY MON, P1

[5]

KOPPMAN D, ENCYCLOPEDIA STOCK M, P124

LINTNER, J .

[7] VARIABILITY OF MARKET FACTOR OF NEW-YORK STOCK EXCHANGE [J].

OFFICER, RR .

SHARPE, WF .

[9]

1971, MOODYS INDUSTRIAL MA