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The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices.
Barr Rosenberg., (1972)
Institutional Investment with Multiple Portfolio Managers.
Barr Rosenberg., (1977)
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression.
Ohlson, James, (1978)