A SIMPLE MODEL OF NON‐STATIONARITY OF SYSTEMATIC RISK

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@article{3e15e2c7b1ae437cab600f204e766fec,

title = "A SIMPLE MODEL OF NON‐STATIONARITY OF SYSTEMATIC RISK",

author = "Menachem Brenner and Seymour Smidt",

year = "1977",

month = sep,

doi = "10.1111/j.1540-6261.1977.tb03311.x",

language = "אנגלית",

volume = "32",

pages = "1081--1092",

journal = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}

TY - JOUR

T1 - A SIMPLE MODEL OF NON‐STATIONARITY OF SYSTEMATIC RISK

AU - Brenner, Menachem

AU - Smidt, Seymour

PY - 1977/9

Y1 - 1977/9

UR - https://www.scopus.com/pages/publications/84977380253

U2 - 10.1111/j.1540-6261.1977.tb03311.x

DO - 10.1111/j.1540-6261.1977.tb03311.x

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AN - SCOPUS:84977380253

SN - 0022-1082

VL - 32

SP - 1081

EP - 1092

JO - Journal of Finance

JF - Journal of Finance

IS - 4

ER -