Risk and Return: An Experimental Analysis

DOI10.2307/2527411MaRDI QIDQ4368650zbMATH OpenOpenAlexFDO

Authors Haim Levy

Publication date 4 December 1997

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527411

zbMATH Keywords

capital asset pricingsegmented market model

Mathematics Subject Classification ID

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(11)

• The CAPM in thin experimental financial markets.
• Is there a return-risk link in education?
• Risk and return in a dynamic general equilibrium model
• Risk-return analysis. Vol. I. The theory and practice of rational investing. With contributions by Kenneth A. Blay, Anthony Tessitore, Ansel Tessitore and Nilfur Usmen. With a foreword by Stephen A. Batman
• Beta in Linear Risk Tolerance Economies
• Verification of the conditional CAPM: the example of the Polish capital market
• Accounting beta in the extended version of CAPM
• Multiagent cooperative search for portfolio selection
• Price returns efficiency of the Shanghai A-Shares
• Earnings forecasting and mean-variance efficient portfolios in the United States
• Empirical analysis on risk of security investment

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