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Find nearly any book by James L Bicksler. Get the best deal by comparing prices from over 100,000 booksellers. Founded in 1997, BookFinder. Coauthors & Alternates. Learn More at LibraryThing. James L Bicksler at LibraryThing.
Find nearly any book by Irwin Friend. Risk and Return in Finance: v. 2. by Irwin Friend, James L. Bicksler. ISBN 9780884106524 (978-0-88410-652-4) Hardcover, HarperCollins Distribution Services, 1977. The Structure and Reform of the US Tax System. by Albert Ando, Marshall E. Blume, Irwin Friend.
In Irwin Friend and James L. Bicksler, Risk Return in Finance, Cambridge, Massachusetts: Ballinger. In: Goovaerts . de Vylder . Haezendonck J. (eds) Insurance and Risk Theory. NATO ASI Series (Series C: Mathematical and Physical Sciences), vol 171. Sharpe, Willam F. (1963), A Simplified Model for Portfolio Analysis, Management Science, Vol. 9, pp. 277–93. CrossRefGoogle Scholar. Springer, Dordrecht.
Liquidity Preference as Behavior toward Risk.
Ballinger Publishing Company (1977), pp. 245–260. The Journal of Finance, Vol. 33 (06 1978), pp. 759–776. Hakansson, Nils . Kunkel, J. Gregory; and Ohlson, James . .Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange. Liquidity Preference as Behavior toward Risk.
Risk And Return In Finance - ISBNdb (books and publications). author: James L. Methodology In Finance-Investments - ISBNdb (books and publications). James B. Bicksler Jr. Friends: Jamie Borror, Lisa Fetter, Geoffrey Dunn, Ramon Ballester, Stephanie Oliver. Tracie Bicksler, Madison, AL. Tracie Bicksler 1987 graduate of Bob Jones High School in Madison, AL. Myspace.
I purchased this book thinking it would be half why risk management is.I have already found myself returning to some of the tools I used in the past (Monte Carlo simulations) and exploring new ones (Bayesian analysis).
I purchased this book thinking it would be half why risk management is broken and half how to fix i.
Only the systematic risk of a portfolio should be rewarded with higher expected returns
Only the systematic risk of a portfolio should be rewarded with higher expected returns. Figure 1. A shows the realizations of return and factor of a well-diversified portfolio with β 1. The expected return is determined almost completely by the systematic factor. B shows the same for a single stock also with β 1. The expected return is heavily influenced by the non- systematic (stock-dependent) risk.
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. Journal of Business 51, no. 2 (April 1978): 183-242. Merton, Robert C., Myron S. Scholes, and Matthew L. Gladstein. The Returns and Risks of Alternative Put Option Portfolio Investment Strategies. Journal of Business 55, no. 1 (January 1982): 1-55., and M. C. Subrahmanyam.