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COMPARATIVE ANALYSIS OF RISK MEASURES: FRANCE AND THE UNITED STATES* · Study

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ArticleCOMPARATIVE ANALYSIS OF RISK MEASURES: FRANCE AND THE UNITED STATES*

Edward I. Altman1974

Article1974

COMPARATIVE ANALYSIS OF RISK MEASURES: FRANCE AND THE UNITED STATES*

Edward I. Altman · Bertrand Jacquillat · Michel G. Levasseur

86 citations·0/0 files stored·The Journal of Finance

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Financial Risk and Volatility Modeling Credit Risk and Financial Regulations Risk Management in Financial Firms

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1963A Simplified Model for Portfolio Analysis 1966Market and Industry Factors in Stock Price Behavior 1971ON THE ASSESSMENT OF RISK 1968DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*1966Some New Stock-Market Indexes 1974Session Topic: Capital Asset Pricing Models in an International Context 1974The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure

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1978The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model 2015CAPM: An Absurd Model 2000ESTIMATING SYSTEMATIC RISK: THE CHOICE OF RETURN INTERVAL AND ESTIMATION PERIOD 1989Estimating betas on daily data for a small stock market 1981Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note 1993The extent of nonstationarity of beta

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Year1974

Typearticle

Published1974-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations86

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1111/j.1540-6261.1974.tb03131.x

openalex_workW2014007232

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