Financial Analysts Journal · 1988 · 21 citations · 4 references
BusinessFinanceRisk ManagementFinancial Risk ManagementRisk AnalysisRisk AssessmentFinancial RiskRisk AversionRisk EvaluationRisk MeasurementRisk ModelingRisk TheoryComprehensive Risk MeasureRisk Measure TheoryRisk PricingRisk Theory ModelsSystematic Risk Measurement
(1988). Traditional versus Theoretical Risk Measures. Financial Analysts Journal: Vol. 44, No. 2, pp. 52-57, 67.
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The relationship between return and market value of common stocks
Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations
Asset pricing and the bid-ask spread
Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations