An Examination of the Structural Stability of Bowman's Risk Return Paradox

The paper examines the dynamic behavior of Bowman's (1980, 1982) risk/return paradox. Using accounting risk measures it is demonstrated that the paradox is not stable across time or industries. Further, the paradox may disappear with market based risk measures. It is suggested that strategy res...

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Main Authors:	Fiegenbaum, Avi, THOMAS, Howard
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 1985
Subjects:	Corporate Finance Strategic Management Policy
Online Access:	https://ink.library.smu.edu.sg/lkcsb_research/3840 https://doi.org/10.5465/AMBPP.1985.4978194
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Institution:	Singapore Management University
Language:	English

id	sg-smu-ink.lkcsb_research-4839
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spelling	sg-smu-ink.lkcsb_research-48392014-08-01T01:36:20Z An Examination of the Structural Stability of Bowman's Risk Return Paradox Fiegenbaum, Avi THOMAS, Howard The paper examines the dynamic behavior of Bowman's (1980, 1982) risk/return paradox. Using accounting risk measures it is demonstrated that the paradox is not stable across time or industries. Further, the paradox may disappear with market based risk measures. It is suggested that strategy researchers need to develop good ex-ante measures of risk. 1985-08-01T07:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/3840 info:doi/10.5465/AMBPP.1985.4978194 https://doi.org/10.5465/AMBPP.1985.4978194 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Corporate Finance Strategic Management Policy
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Corporate Finance Strategic Management Policy
spellingShingle	Corporate Finance Strategic Management Policy Fiegenbaum, Avi THOMAS, Howard An Examination of the Structural Stability of Bowman's Risk Return Paradox
description	The paper examines the dynamic behavior of Bowman's (1980, 1982) risk/return paradox. Using accounting risk measures it is demonstrated that the paradox is not stable across time or industries. Further, the paradox may disappear with market based risk measures. It is suggested that strategy researchers need to develop good ex-ante measures of risk.
format	text
author	Fiegenbaum, Avi THOMAS, Howard
author_facet	Fiegenbaum, Avi THOMAS, Howard
author_sort	Fiegenbaum, Avi
title	An Examination of the Structural Stability of Bowman's Risk Return Paradox
title_short	An Examination of the Structural Stability of Bowman's Risk Return Paradox
title_full	An Examination of the Structural Stability of Bowman's Risk Return Paradox
title_fullStr	An Examination of the Structural Stability of Bowman's Risk Return Paradox
title_full_unstemmed	An Examination of the Structural Stability of Bowman's Risk Return Paradox
title_sort	examination of the structural stability of bowman's risk return paradox
publisher	Institutional Knowledge at Singapore Management University
publishDate	1985
url	https://ink.library.smu.edu.sg/lkcsb_research/3840 https://doi.org/10.5465/AMBPP.1985.4978194
_version_	1770571956293206016

An Examination of the Structural Stability of Bowman's Risk Return Paradox

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