Volatility Lessons-Reference-Cited by-同舟云学术

Volatility Lessons

Published:2018-07-01 Issue:3 Volume:74 Page:42-53
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Fama Eugene F.¹,French Kenneth R.²

Affiliation:

1. Eugene F. Fama is Robert R. McCormick Distinguished Service Professor of Finance at the University of Chicago Booth School of Business.

2. Kenneth R. French is Roth Family Distinguished Professor of Finance at the Tuck School of Business at Dartmouth College, Hanover, New Hampshire.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v74.n3.6

Reference9 articles.

1. Investing for the Long Run when Returns Are Predictable

2. The Myth of Long-Horizon Predictability

3. Strategic Asset Allocation

4. The Behavior of Stock-Market Prices

5. King, B.F. 1964. The Latent Statistical Structure of Security Price Changes Unpublished PhD dissertation, University of Chicago Graduate School of Business.

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