Title of article :
The empirical risk–return relation: A factor analysis approach
Author/Authors :
Sydney C. Ludvigson، نويسنده , , Serena Ng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
52
From page :
171
To page :
222
Keywords :
Stock market volatility , Expected returns , Sharpe ratio
Journal title :
Journal of Financial Economics
Serial Year :
2007
Journal title :
Journal of Financial Economics
Record number :
257889
Link To Document :
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