Bey Roger P

Roger P Bey

Information about the author Roger P Bey will soon be added to the site.
Found 4 papers in total
Optimal portfolios: Markowitz full covariance versus simple selection rules
Optimal portfolios: Markowitz full covariance versus simple selection rules
1988
Two major problems faced by portfolio managers are estimating the risk and return...
Moving stochastic dominance: an alternative method for testing market efficiency
Moving stochastic dominance: an alternative method for testing market efficiency
1984
The purposes of this study are: (1) to propose a more general method–moving...
Capital budgeting decisions when cash flows and project lives are stochastic and dependent
Capital budgeting decisions when cash flows and project lives are stochastic and dependent
1983
The purpose of this study is twofold: (1) to develop an operational economic state and...
The market model as an appropriate description of the stochastic process generating security returns
The market model as an appropriate description of the stochastic process generating security returns
1983
The objective of this research was to investigate whether the market model is an...
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