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Risk, Return, and Equilibrium

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Author Info
Fama, Eugene F

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Publisher Info
Article provided by University of Chicago Press in its journal Journal of Political Economy.

Volume (Year): 79 (1971)
Issue (Month): 1 (Jan.-Feb.)
Pages: 30-55
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Handle: RePEc:ucp:jpolec:v:79:y:1971:i:1:p:30-55

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  1. Alvaro Cartea & Sam Howison, 2002. "Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing," OFRC Working Papers Series 2002mf04, Oxford Financial Research Centre. [Downloadable!]
  2. Kee Ho Chung & Chong Soo Pyun, 1989. "The Effects Of Risk, Inflation And Dividend Yield On Common Stock Returns: The Case Of Korea," International Economic Journal, Korean International Economic Association, vol. 3(4), pages 69-78, December. [Downloadable!] (restricted)
  3. Alvaro Cartea & Sam Howison, 2004. "Option Pricing with Levy-Stable Processes," OFRC Working Papers Series 2004mf01, Oxford Financial Research Centre. [Downloadable!]
  4. Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer, vol. 29(3), pages 333-354, May. [Downloadable!] (restricted)
  5. Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2006. "Portfolio Optimization wehn Risk Factors are Conditionally Varying and Heavy Tailed," CFS Working Paper Series 2006/24, Center for Financial Studies. [Downloadable!]
  6. Alvaro Cartea & Sam Howison, 2006. "Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance," Birkbeck Working Papers in Economics and Finance 0602, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
  7. Bjorn Wahlroos & Tom Berglund, 1984. "Anomalies and Equilibrium Returns in a Small Stock Market," Discussion Papers 589, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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This page was last updated on 2009-12-12.


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