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BETA NONSTATIONARITY AND PURE EXTRA‐MARKET COVARIANCE EFFECTS ON PORTFOLIO RISK
Author(s) -
Chen Son,
Martin John D.
Publication year - 1980
Publication title -
journal of financial research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.319
H-Index - 49
eISSN - 1475-6803
pISSN - 0270-2592
DOI - 10.1111/j.1475-6803.1980.tb00279.x
Subject(s) - portfolio , chen , citation , associate editor , state (computer science) , library science , economics , management , actuarial science , financial economics , computer science , paleontology , algorithm , biology