Title of article
The empirical risk–return relation: A factor analysis approach
Author/Authors
Sydney C. Ludvigson، نويسنده , , Serena Ng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
52
From page
171
To page
222
Keywords
Stock market volatility , Expected returns , Sharpe ratio
Journal title
Journal of Financial Economics
Serial Year
2007
Journal title
Journal of Financial Economics
Record number
257889
Link To Document