search query: @indexterm RISK MEASUREMENT / total: 141
references: 127-136 / 141
« previous page | next page »
 titleyearauthor
127.
The stability of UK risk measures and the problem of thin trading.
Journal of Finance
1983 : JUN, VOL. 38:3, p. 753-783
 1983 Dimson, E.
Marsh, P. R.
128.
Beta nonstationarity and the use of the Chen and Lee estimator : a note.
Journal of Finance
1983 : JUN, VOL. 38:3, p. 1005-1009
 1983 McDonald, B.
129.
Relative risk in municipal and corporate debt.
Journal of Finance
1983 : MAY, VOL. 38:2, p. 625-634
 1983 Skelton, J. L.
130.
Evidence on a simplified model of systematic risk.
Financial Management
1982 : AUTUMN, VOL. 11:3, p. 53-63
 1982 Chance, D. M.
131.
Measuring portfolio risk in options.
Journal of Financial and Quantitative Analysis
1982 : SEP, VOL. 17:3, p. 391-409
 1982 Sears, R. S.
Trennepohl, G. L.
132.
Enquete sur le risque et la prevision de resultats.
Analyse Financiere
1982 : 50, p. 72-78
 1982 Delmas, P.
Gajan, A.
Gloux, M.
133.
The effect of errors in variables on tests for a risk premium in forward exchange rates.
Journal of Finance
1982 : JUN, VOL. 37:3, p. 667-677
 1982 Jacobs, R. L.
134.
Risk assessments and risk premiums in the Eurodollar market.
Journal of Finance
1982 : JUN, VOL. 37:3, p. 679-691
 1982 Feder, G.
Ross, K.
135.
The distribution of foreign exchange price changes: trading day effects and risk measurement.
Journal of Finance
1982 : JUN, VOL. 37:3, p. 693-715
 1982 McFarland, J. W.
Pettit, R. R.
Sung, S. K.
136.
Investment risk, bankruptcy risk, and pension reform in Canada.
Journal of Finance
1982 : JUN, VOL. 37:3, p. 741-749
 1982 Pesando, J. E.
« previous page | next page »
SCIMA