Modeling the risk and return relation conditional on market volatility and market conditions

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7 Citations (Scopus)

Original language	English
Pages (from-to)	75 - 95
Number of pages	21
Journal	International Journal of Theoretical and Applied Finance
Volume	8
Issue number	1
DOIs	https://doi.org/10.1142/S0219024905002901
Publication status	Published - 2005

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title = "Modeling the risk and return relation conditional on market volatility and market conditions",

author = "Galagedera, {Don Upatissa Asoka} and Robert Faff",

year = "2005",

doi = "10.1142/S0219024905002901",

language = "English",

volume = "8",

pages = "75 -- 95",

journal = "International Journal of Theoretical and Applied Finance",

issn = "0219-0249",

publisher = "World Scientific Publishing",

number = "1",

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T1 - Modeling the risk and return relation conditional on market volatility and market conditions

AU - Galagedera, Don Upatissa Asoka

AU - Faff, Robert

PY - 2005

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DO - 10.1142/S0219024905002901

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SN - 0219-0249

VL - 8

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EP - 95

JO - International Journal of Theoretical and Applied Finance

JF - International Journal of Theoretical and Applied Finance

IS - 1

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