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References > Chapter 4 The Basics of Risk

Chapter 4 The Basics of Risk

Ball, C. A., and W. N. Torous. 1983. A simplified jump process for common stock returns. Journal of Financial and Quantitative Analysis 18:53–65.

Beckers, S. 1981. A note on estimating the parameters of the diffusion–jump process model of stock returns. Journal of Financial and Quantitative Analysis 16:127–140.

Bernstein, P. 1992. Capital ideas. New York: Free Press.

Bernstein, P. 1996. Against the gods. New York: John Wiley & Sons.

Chen, N., R. Roll, and S. A. Ross. 1986. Economic forces and the stock market. Journal of Business 59:383–404.

Elton, E. J., and M. J. Gruber. 1995. Modern portfolio theory and investment management. New York: John Wiley & Sons.

Fama, E. F., 1965. The behavior of stock market prices. Journal of Business 38: 34–105.


  

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