haku: @author Ferson, W.E. / yhteensä: 3
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| Tekijä: | Ferson, W.E. Harvey, C.R. |
| Otsikko: | Sources of predictability in portfolio returns |
| Lehti: | Financial Analysts' Journal
1991 : MAY/JUNE, VOL. 47:3, p. 49-56 |
| Asiasana: | PORTFOLIO MANAGEMENT FINANCIAL ANALYSIS RETURN ON INVESTMENT |
| Kieli: | eng |
| Tiivistelmä: | Analysis of betas and risk premiums in portfolio returns. Methodology. Multiple-beta model. Representative model. Return data. Predicting returns. Required returns and predictability. Changing betas. Changing risk premiums. Sources of predictability. Economic risks. Six Figures and two Tables illustrate the study. |
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