articleJournal of Financial EconomicsFeb 11, 2005Closed access

There is a risk-return trade-off after all

University of North Carolina at Chapel Hill · University of California, Los Angeles

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

1,050
total citations
FWCI
45.67
Percentile
100%
References
81
Citations per year

Authors

3

Topics & keywords

Keywords
  • Conditional variance
  • Econometrics
  • Capital asset pricing model
  • Estimator
  • Variance (accounting)
  • Economics
  • Stock (firearms)
  • Conditional expectation
No related works found for this paper.