Author:
Chia-Shang James Chu ,Santoni Gary J.,Liu Tung
Subject
Artificial Intelligence,Information Systems and Management,Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering,Software
Reference25 articles.
1. Risk and the required return on equity;Arditti;J. Finance,1967
2. Studies of stock price volatility changes;Black,1976
3. Portfolio theory: A step toward its practical application;Blume;J. Business,1970
4. Mean reversion in equilibrium asset prices;Cecchetti;Am. Econ. Rev.,1990
5. The stochastic behavior of common stock variances: Value, leverage and interest rate effects;Christie;J. Finan. Econ.,1982
Cited by
33 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献