Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier
Subtitle: lognormal vs. normal distribution
By: Cheng F. Lee
Series: BEBR faculty working paper -- no. 761; BEBR faculty working paper -- no. 761.
Publisher: College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois, Urbana-Champaign
Published: 1981
Place of publication: [Urbana]
Language: eng
Number of pages: 25
Other titles: Impacts of investment horizon on the estimation of beta coefficients, Jensen measure and efficient frontier
Notes: Bibliography: p. 18-19.