Risk and Return: A New Look
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References listed on IDEAS
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World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30,
World Scientific Publishing Co. Pte. Ltd..
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Citations
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Cited by:
- Salvatore TERREGROSSA, 2010. "Accounting for Estimation Risk in CAPM-generated Forecasts of Firm Earnings Growth," EcoMod2004 330600139, EcoMod.
- G. Geoffrey Booth & John Broussard & Otto Loistl, 1997. "Earnings and stock returns: evidence from Germany," European Accounting Review, Taylor & Francis Journals, vol. 6(4), pages 589-603.
- John M. Griffin & Amin Shams, 2020. "Is Bitcoin Really Untethered?," Journal of Finance, American Finance Association, vol. 75(4), pages 1913-1964, August.
- Doukas, John A. & McKnight, Phillip J. & Pantzalis, Christos, 2005.
"Security analysis, agency costs, and UK firm characteristics,"
International Review of Financial Analysis, Elsevier, vol. 14(5), pages 493-507.
- Doukas, John A. & Phillip J. McKnight & Christos Pantzalis, 2002. "Security Analysis, Agency Costs, and UK Firm Characteristics," Royal Economic Society Annual Conference 2002 65, Royal Economic Society.
- Parkash, Mohinder & Dhaliwal, Dan S. & Salatka, William K., 1995. "How certain firm-specific characteristics affect the accuracy and dispersion of analysts' forecasts : A latent variables approach," Journal of Business Research, Elsevier, vol. 34(3), pages 161-169, November.
- Olkhov, Victor, 2021.
"To VaR, or Not to VaR, That is the Question,"
MPRA Paper
105458, University Library of Munich, Germany.
- Victor Olkhov, 2021. "To VaR, or Not to VaR, That is the Question," Papers 2101.08559, arXiv.org, revised Apr 2024.
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