A Simple Model of Non-Stationarity of Systematic Risk

• 1 September 1977
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 32  (4) , 1081-1092
• https://doi.org/10.2307/2326514

Abstract

Keywords

• SIMPLE MODEL OF NON STATIONARITY
• STATIONARITY OF SYSTEMATIC RISK