Time aggregation, coefficient of determination and systematic risk of the market model / BEBR No. 416

Lee, Cheng F.; Morimune, Kimio

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https://hdl.handle.net/2142/26726 Copy

Description

Title

Time aggregation, coefficient of determination and systematic risk of the market model / BEBR No. 416

Author(s)

• Lee, Cheng F.
• Morimune, Kimio

Contributor(s)

University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Issue Date

1977-07-07

Keyword(s)

Investments -- Mathematical models.

Publisher

[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

Faculty working papers ; no. 416

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/26726

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:timeaggregationc416leec
• http://www.archive.org/details/timeaggregationc416leec

Copyright and License Information

Copyright July 7 1977 Board of Trustees University of Illinois.

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