Expected returns and volatility in 135 countries: Projected returns and variances in countries with and without equity markets

Journal of Portfolio Management

Volumn 22, Issue 3, 1996, Pages 46-58

  Erb, Claude B ^a   Harvey, Campbell R ^b,c   Viskanta, Tadas E ^a  

^a First Chicago NBD Investm Mgmt Co   (United States)

^b DUKE UNIVERSITY   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030099622     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1996.409554     Document Type: Article

References (28)

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