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Residual risk revisited - MaRDI portal

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Residual risk revisited (Q914318)

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scientific article; zbMATH DE number 4149429
Language Label Description Also known as
English
Residual risk revisited
scientific article; zbMATH DE number 4149429

    Statements

    title
    Residual risk revisited (English)
    0 references
    author
    Bruce N. Lehmann
    0 references
    publication date
    1990
    0 references
    zbMATH Keywords
    portfolio
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    measurement error in market model parameter estimates
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    aggregating subperiod risk premium estimates
    0 references

    Identifiers

    zbMATH DE Number
    4149429
    0 references
    OpenAlex ID
    W3125538213
    0 references
     
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