Selaus avainsanan mukaan kokoelmassa "autocorrelation"Väitöskirjat

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    • Risk-return trade-off and autocorrelation 

      Kinnunen, Jyri
      Acta Universitatis Lappeenrantaensis (Lappeenranta University of Technology, 13.12.2013)
      A trade-off between return and risk plays a central role in financial economics. The intertemporal capital asset pricing model (ICAPM) proposed by Merton (1973) provides a neoclassical theory for expected returns on risky ...