search query: @indexterm equity portfolios / total: 49
reference: 46 / 49
Author: | Christie, A. A. |
Title: | The stochastic behavior of common stock variances Value, leverage and interest rate effect. |
Journal: | Journal of Financial Economics
1982 : DEC, VOL. 10:4, p. 407-432 |
Index terms: | EQUITY PORTFOLIOS RATE OF RETURN STOCHASTIC PROCESSES |
Language: | eng |
Abstract: |
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