Journal of Empirical Finance · 1993 · 209 citations · 48 references
BusinessEconomicsFinanceFinancial EconomicsPortfolio ManagementAsset AllocationPortfolio OptimizationPortfolio TheoryGlobal Asset AllocationInternational Asset AllocationPortfolio Asset Allocation
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Expected stock returns and volatility
Kenneth R. French, G. William Schwert, Robert F. Stambaugh · Journal of Financial Economics · 1987 · 4.3K citations · Full text