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Volumn 83, Issue 1, 2007, Pages 171-222

The empirical risk-return relation: A factor analysis approach

Author keywords

Expected returns; Sharpe ratio; Stock market volatility

Indexed keywords


EID: 33845316866     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2005.12.002     Document Type: Article
Times cited : (459)

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