A Peek at the Tradeoff Relationship Between Expected Return and Risk

S-Tier

Journal: Quarterly Journal of Economics

Year: 1967

Volume: 81

Issue: 3

Pages: 437-456

Authors (1)

Robert Summers

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

I. Introduction, 437. — II. A micro-model for analyzing a contingent remainder, 439. — III. Market aggregation, 446. — IV. Empirical analysis, 448. — V. Summary, 454. — Appendix, 455.

A Peek at the Tradeoff Relationship Between Expected Return and Risk

Authors (1)

Abstract

Technical Details