University of Illinois Urbana-Champaign

Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier : lognormal vs. normal distribution / BEBR No. 761

Lee, Cheng F.

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https://hdl.handle.net/2142/26703

Description

Title
Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier : lognormal vs. normal distribution / BEBR No. 761
Author(s)
Lee, Cheng F.
Issue Date
Mar 1981
Keyword(s)
  • Investments.
  • Distribution (Probability theory)
Publisher
[Urbana] : College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois, Urbana-Champaign,
Series/Report Name or Number
BEBR faculty working paper ; no. 761
Type of Resource
text
Language
eng
Permalink
http://hdl.handle.net/2142/26703
Has Version(s)
  • http://hdl.handle.net/10111/UIUCOCA:impactsofinvestm761leec
  • http://www.archive.org/details/impactsofinvestm761leec
Copyright and License Information
Copyright Mar 1981 Board of Trustees University of Illinois.

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