IDEAS home Printed from https://ideas.repec.org/a/bla/ecorec/v52y1976i1p94-103.html
   My bibliography  Save this article

Homogeneous Risk Classifications for Industry Studies

Author

Listed:
  • T. Johnson
  • P. A. R. Maxwell

Abstract

No abstract is available for this item.

Suggested Citation

  • T. Johnson & P. A. R. Maxwell, 1976. "Homogeneous Risk Classifications for Industry Studies," The Economic Record, The Economic Society of Australia, vol. 52(1), pages 94-103, March.
    • Handle: RePEc:bla:ecorec:v:52:y:1976:i:1:p:94-103
    DOI: 10.1111/j.1475-4932.1976.tb01570.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1475-4932.1976.tb01570.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1475-4932.1976.tb01570.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Fred D. Arditti, 1967. "Risk And The Required Return On Equity," Journal of Finance, American Finance Association, vol. 22(1), pages 19-36, March.
    2. Gonedes, Nicholas J., 1969. "A Test of the Equivalent-Risk Class Hypothesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 4(2), pages 159-177, June.
    3. Schwartz, Robert A & Altman, Edward I, 1973. "Volatility Behavior of Industrial Stock Price Indices," Journal of Finance, American Finance Association, vol. 28(4), pages 957-971, September.
    4. Elton, Edwin J & Gruber, Martin J, 1971. "Improved Forecasting Through the Design of Homogeneous Groups," The Journal of Business, University of Chicago Press, vol. 44(4), pages 432-450, October.
    5. repec:bla:econom:v:38:y:1971:i:150:p:136-62 is not listed on IDEAS
    6. Eugene F. Brigham & Myron J. Gordon, 1968. "Leverage, Dividend Policy, And The Cost Of Capital," Journal of Finance, American Finance Association, vol. 23(1), pages 85-103, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rand Kwong Yew Low, 2018. "Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 423-463, November.
    2. Dai, Yingtong & Harris, Richard D.F., 2023. "Average tail risk and aggregate stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    3. Michael J. Seiler & David M. Harrison & Pim Van Vliet & Kit Ching Yeung, 2005. "Return Characteristics of State‐Owned and Non‐State‐Owned Chinese A Shares," The Financial Review, Eastern Finance Association, vol. 40(4), pages 533-548, November.
    4. Luca Riccetti, 2013. "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, vol. 44(3), pages 1315-1336, June.
    5. Groh, Alexander P. & Gottschalg, Oliver, 2009. "The opportunity cost of capital of US buyouts," IESE Research Papers D/780, IESE Business School.
    6. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, January.
    7. Prakash, Arun J. & Chang, Chun-Hao & Pactwa, Therese E., 2003. "Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets," Journal of Banking & Finance, Elsevier, vol. 27(7), pages 1375-1390, July.
    8. Heuts, R.M.J., 1977. "Capital market models for portfolio selection (A revised version)," Other publications TiSEM d8385669-c29b-4bf1-ba60-7, Tilburg University, School of Economics and Management.
    9. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Efficient skewness/semivariance portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 331-346, September.
    10. Tamara Teplova & Evgeniya Shutova, 2011. "A Higher Moment Downside Framework for Conditional and Unconditional Capm in the Russian Stock Market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 157-178, December.
    11. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015. "Portfolio Management With Higher Moments: The Cardinality Impact," GEMF Working Papers 2015-15, GEMF, Faculty of Economics, University of Coimbra.
    12. Elyasiani, Elyas & Gambarelli, Luca & Muzzioli, Silvia, 2020. "Moment risk premia and the cross-section of stock returns in the European stock market," Journal of Banking & Finance, Elsevier, vol. 111(C).
    13. Łojek Paweł, 2020. "The relationship between profitability and financial liquidity among the importers of best-selling brands of new cars in poland," Central European Economic Journal, Sciendo, vol. 7(54), pages 127-142, January.
    14. Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
    15. Fong, Wai Mun & Lean, Hooi Hooi & Wong, Wing Keung, 2008. "Stochastic dominance and behavior towards risk: The market for Internet stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 194-208, October.
    16. Colombelli, Alessandra, 2014. "The Impact of Top Management Team Characteristics on Firms Growth," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201412, University of Turin.
    17. Martin Kipp & Christian Koziol, 2022. "Tail risk management and the skewness premium," Journal of Asset Management, Palgrave Macmillan, vol. 23(6), pages 534-546, October.
    18. Annaert, Jan & De Ceuster, Marc & Van Cappellen, Jef, 2023. "Can average skewness really predict financial returns? The euro area case," Finance Research Letters, Elsevier, vol. 52(C).
    19. Kuznar, Lawrence A. & Frederick, William G., 2003. "Environmental constraints and sigmoid utility: implications for value, risk sensitivity, and social status," Ecological Economics, Elsevier, vol. 46(2), pages 293-306, September.
    20. Chen, Sheng-Syan & Hsu, Ching-Yu & Huang, Chia-Wei, 2016. "The white squire defense: Evidence from private investments in public equity," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 16-35.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:ecorec:v:52:y:1976:i:1:p:94-103. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/esausea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.