On the Relation between the Expected Value and the Volatility of the Nominal Excess Return
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle; Journal / source: The Journal of Finance; Year: 1993.
| Authors | Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle |
|---|---|
| Journal / source | The Journal of Finance |
| Year | 1993 |
| Field | Financial Markets and Investment Strategies |
| Times cited | 8670 |
| Type | article |
| DOI / link | https://doi.org/10.1111/j.1540-6261.1993.tb05128.x |