Cyclical Variation in the Risk and Return Relation

Paul Harrison and Harold H. Zhang
Additional contact information
Paul Harrison: Brandeis University
Harold H. Zhang: Carnegie Mellon University

No 175, Computing in Economics and Finance 1997 from Society for Computational Economics

View list of references

Downloads: (external link)
http://bucky.stanfor ... tracts/harrison.html paper abstract
http://bucky.stanfor ... rs/Harrison/ERCVB.PS full text

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this paper

More papers in Computing in Economics and Finance 1997 from Society for Computational Economics
Address: CEF97, Stanford University, Department of Economics, Stanford CA USA
Contact information at EDIRC.
Series data maintained by Christopher F. Baum ().