The Robustness of Risk-Return Nonlinearities to the NormalityAssumption

Authors
Carolyn Carroll Paul D. Thistle K. C. John Wei
Citation
Carolyn Carroll et al., The Robustness of Risk-Return Nonlinearities to the NormalityAssumption, Journal of financial and quantitative analysis, 27(03), 1992, pp. 419
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
03
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:03<419:TRORNT>2.0.ZU;2-9