The Effect of Long Term Dependence on Risk-Return Models of Common Stocks

DOI10.1287/OPRE.27.5.944zbMath0424.90039OpenAlexW2077213835MaRDI QIDQ3859557

Myron T. Greene, Bruce D. Fielitz

Publication date: 1979

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.27.5.944

zbMATH Keywords

capital asset pricing modelportfolio analysisrisk-return modelsfinancingcommon stock returnslong term dependence

Mathematics Subject Classification ID

Operations research and management science (90B99)

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