Free Access
| Issue |
RAIRO-Oper. Res.
Volume 18, Number 2, 1984
|
|
|---|---|---|
| Page(s) | 131 - 145 | |
| DOI | https://doi.org/10.1051/ro/1984180201311 | |
| Published online | 06 February 2017 | |
- 1. C. B. BARRY, Portfolio Analysis Under Uncertain Means, Variances, and Covariances, Journal of Finance, Vol. 29, May 1974, pp. 515-522. [Google Scholar]
- 2. R. P. BEY, The Stationarity of Beta : A Re-examination of Recent Findings, Working Paper # 467, College of Commerce and Business, Administration, University of Illinois, 1978. [Google Scholar]
- 3. M. E. BLUME, On the Assessment of Risk, Journal of Finance, Vol. 26, March 1971, pp. 1-10. [Google Scholar]
- 4. M. E. BLUME, Betas and Their Regression Tendencies, Journal of Finance, Vol. 30, July 1975, pp. 285-295. [Google Scholar]
- 5. M. E. BLUME and I. FRIEND, The Changing Role of the Individual Investor, New York, Wiley, 1978. [Google Scholar]
- 6. E. F. FAMA, Foundations of Finance. New York, Basic Books, Inc., 1976. [Google Scholar]
- 7. N. C. HILL and B. K. STONE, Accounting Betas, Systematic Operating Risk and Financial Leverage : A Risk Composition Approachto the Determinants of Systematic Risk, Journal of Financial and Quantitative Analysis, Vol. 15, September 1980, pp. 595-637. [Google Scholar]
- 8. N. L. JOHNSON, E. NIXON and D. E. AMOS, Table of Percentage Points of Pearson Curves for Given ?1 and ?2, Expressed in Standard Measure, Biometrika, Vol. 50, 1963, pp. 459-498. [MR: 164387] [Zbl: 0117.37203] [Google Scholar]
- 9. B. A. KALYMON, Estimation Risk in the Portfolio Selection Model, Journal of Financial and Quantitative Analysis, Vol. 6, January 1971, pp. 559-582. [Google Scholar]
- 10. J. LINTNER, The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets, Review of Economics and Statistics, Vol. 47, February 1965, pp. 13-37. [Google Scholar]
- 11. H. M. MARKOWITZ, Portfolio Selection, Journal of Finance,Vol. 7, March 1952, pp. 77-91. [Google Scholar]
- 12. W. MCKIBBEN, Econometric Forecasting of Common Stock Investment Returns : A New Methodology Using Fundamental Operating Data, Journal of Finance, Vol. 27, May 1972, pp. 371-380. [Google Scholar]
- 13. J. A. OHLSON, Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers, Journal of Financial and Quantitative Analysis, Vol. 14, June 1979, pp. 317-336. [Google Scholar]
- 14. W. F. SHARPE, Capital Asset Prices : A Theory of Market Equilibrium Unde Conditions of Risk, Journal of Finance, Vol. 19, September 1964, pp. 425-442. [Google Scholar]
- 15. W. F. SHARPE, Portfolio Theory and Capital Markets, New York, McGraw-Hill, 1971. [Google Scholar]
- 16. D. J. THOMPSON, II, Sources of Systematic Risk in Common Stocks, Journal of Business, Vol. 49, April 1976, pp. 173-188. [Google Scholar]
- 17. B. ROSENBERG and J. GUY, The Prediction of Systematic Risk, IBER, University of California at Berkeley, Working Paper, February 1975. [Google Scholar]
- 18. B. ROSENBERG and V. MARATHE, Common Factors in Security Returns : Macroeconomic Determinants and Macroeconomic Correlates, IBER, University of California at Berkeley, Working Paper 44, May 1976. [Google Scholar]
- 19. B. ROSENBERG and W. MCKIBBEN, The Prediction of Systematic Risk and Specific Risk in Common Stocks, Journal of Financial and Quantitative Analysis, Vol. 8, March 1973, pp. 317-33. [Google Scholar]
- 20. W. H. WAGNER S. C. LAU, The Effect of Diversification on Risk, Financial Analysts Journal, Vol. 27, November-December 1971, pp. 48-53. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.