๐”– Bobbio Scriptorium
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The intertemporal relationship between market return and variance: an Australian perspective

โœ Scribed by Warren G. Dean; Robert W. Faff

Book ID
108514117
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
491 KB
Volume
41
Category
Article
ISSN
0810-5391

No coin nor oath required. For personal study only.

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The risk-return relationship is one of the fundamental concepts in finance that is most important to investors and portfolio managers. Finance theory argues that the beta or systematic risk is the only relevant risk measure for investors. However, many studies have showed that betas and returns are