Keywords
EconomicsExpected returnEconometricsRate of returnEstimatorHeteroscedasticityRisk–return spectrumHolding period returnFinancial economicsInvestment performanceReturn on investmentStatisticsMathematicsMicroeconomicsFinance
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Publication Info
- Year
- 1980
- Type
- article
- Volume
- 8
- Issue
- 4
- Pages
- 323-361
- Citations
- 2881
- Access
- Closed
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Cite This
Robert C. Merton
(1980).
On estimating the expected return on the market.
Journal of Financial Economics
, 8
(4)
, 323-361.
https://doi.org/10.1016/0304-405x(80)90007-0
Identifiers
- DOI
- 10.1016/0304-405x(80)90007-0