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Statistics and finance : an introduction
Ruppert, David, (2004)
Two-pass tests of asset pricing models with useless factors
Kan, Raymond, (1999)
Nonnormalities and tests of asset pricing theories
Affleck-Graves, John F., (1989)
An explanation for the weak evidence in support of the systematic risk-return relationship
Bradfield, D. J., (1993)
A note of the predictive power of the variance risk premium : South African evidence benchmarked against the USA
Gopi, Y., (2016)
Benchmarking an allocation to the foreign sub-portfolio from a South African perspective
Rudolph, Josiah, (2023)