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Risk Return And The Multi-Dimensional Security Pricing Market

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  • Carl Schweser
  • Thomas Schneeweis

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  • Carl Schweser & Thomas Schneeweis, 1980. "Risk Return And The Multi-Dimensional Security Pricing Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 23-30, March.
    • Handle: RePEc:bla:jfnres:v:3:y:1980:i:1:p:23-30
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1980.tb00034.x
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    References listed on IDEAS

    as
    1. McEnally, Richard W, 1972. "Risk-Premium Curves for Different Classes of Long-Term Securities, 1950-1966: Comment," Journal of Finance, American Finance Association, vol. 27(4), pages 933-939, September.
    2. Fogler, H. Russell & Radcliffe, Robert C., 1974. "A Note on Measurement of Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(3), pages 485-489, June.
    3. Alderfer, Clayton P & Bierman, Harold, Jr, 1970. "Choices with Risk: Beyond the Mean and Variance," The Journal of Business, University of Chicago Press, vol. 43(3), pages 341-353, July.
    4. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    5. McEnally, Richard W, 1974. "A Note on the Return Behavior of High Risk Common Stocks," Journal of Finance, American Finance Association, vol. 29(1), pages 199-202, March.
    6. Simonson, Donald G, 1972. "The Speculative Behavior of Mutual Funds," Journal of Finance, American Finance Association, vol. 27(2), pages 381-391, May.
    7. Schweser, C., 1978. "Multidimensional Security Pricing: A Correction," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(1), pages 177-183, March.
    8. Kraus, Alan & Litzenberger, Robert H, 1976. "Skewness Preference and the Valuation of Risk Assets," Journal of Finance, American Finance Association, vol. 31(4), pages 1085-1100, September.
    9. Soldofsky, Robert M & Miller, Roger L, 1969. "Risk Premium Curves for Different Classes of Long-Term Securities, 1950-1966," Journal of Finance, American Finance Association, vol. 24(3), pages 429-445, June.
    10. Jean, William H., 1971. "The Extension of Portfolio Analysis to Three or More Parameters," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(1), pages 505-515, January.
    11. Ingersoll, Jonathan, 1975. "Multidimensional Security Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 785-798, December.
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    Cited by:

    1. Tamara Teplova & Evgeniya Shutova, 2011. "A Higher Moment Downside Framework for Conditional and Unconditional Capm in the Russian Stock Market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 157-178, December.

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