Risk, Return, and Equilibrium: Empirical Tests
This paper tests the relationship between average return and risk for New York Stock Exchange common stocks. The theoretical basis of the tests is the "two-parameter" portfolio ...
Publications
3 shownFrequent Co-Authors
Researcher Info
- h-index
- 3
- Publications
- 3
- Citations
- 37,451
- Institution
- University of Chicago
External Links
Impact Metrics
h-index
3
h-index: Number of publications with at least h citations each.