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Title:Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier : lognormal vs. normal distribution / BEBR No. 761
Alternative Title:Title on cover reads: Impacts of investment horizon on the estimation of beta coefficients, Jensen measure and efficient frontier
Author(s):Lee, Cheng F.
Subject(s):Investments.
Distribution (Probability theory)
Issue Date:Mar 1981
Publisher:[Urbana] : College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois, Urbana-Champaign,
Series/Report:BEBR faculty working paper ; no. 761
Type:Text
Language:English
Description:Bibliography: p. 18-19.
URI:http://hdl.handle.net/2142/26703
Rights Information:Copyright Mar 1981 Board of Trustees University of Illinois.
Date Available in IDEALS:2011-09-15
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:impactsofinvestm761leec
http://www.archive.org/details/impactsofinvestm761leec
Identifier in Online Catalog:5032130
OCLC Identifier:(OCoLC)ocm07816887


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