VARIANCE AND LOWER PARTIAL MOMENT MEASURES OF SYSTEMATIC-RISK - SOME ANALYTICAL AND EMPIRICAL RESULTS

被引：53

作者：

PRICE, K ^{[1
]}

PRICE, B ^{[1
]}

NANTELL, TJ ^{[1
]}

机构：

[1] UNIV MINNESOTA,MINNEAPOLIS,MN 55455

来源：

JOURNAL OF FINANCE | 1982年 / 37卷 / 03期

关键词：

D O I：

10.2307/2327712

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：843 / 855

页数：13

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