articleJournal of Financial EconomicsSep 9, 2006Closed access

The empirical risk–return relation: A factor analysis approach☆

SCSydney C. LudvigsonSNSerena Ng

New York University · University of Michigan–Ann Arbor

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Topics & keywords

Topics
Keywords
  • Econometrics
  • Volatility (finance)
  • Economics
  • Stock (firearms)
  • Risk premium
  • Predictive power
  • Risk–return spectrum
  • Excess return
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