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The risk return tradeoff in the long run: 1836-2003

  • Lundblad, Christian

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 85 (2007)
Issue (Month): 1 (July)
Pages: 123-150

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Handle: RePEc:eee:jfinec:v:85:y:2007:i:1:p:123-150
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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  37. Turner, C.M. & Startz, R. & Nelson, C.R., 1989. "The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market," Discussion Papers in Economics at the University of Washington 89-01, Department of Economics at the University of Washington.
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