The robustness of risk-return nonlinearities to the normality assumption

Carolyn Carroll, Paul D. Thistle, K. C. John Wei

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	419-435
Journal	Journal of Financial and Quantitative Analysis
Volume	27
Issue number	3
Publication status	Published - 1992

Cite this

@article{f45b8397dee84d69aa995df350b1b73e,

title = "The robustness of risk-return nonlinearities to the normality assumption",

author = "Carolyn Carroll and Thistle, {Paul D.} and Wei, {K. C. John}",

year = "1992",

language = "English",

volume = "27",

pages = "419--435",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "3",

}