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On the robustness of the Arrow-Pratt risk aversion measure
Kallberg, J. G.; Ziemba, W. T. - In: Economics letters 2 (1979) 1, pp. 21-26
Persistent link: https://www.econbiz.de/10002181287
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Remarks on an investor's p̉aradox ̉
Fishburn, Peter C. - In: Economics letters 3 (1979) 1, pp. 15-18
Persistent link: https://www.econbiz.de/10002156608
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Friction in the trading process and risk measurement : received 12.12.1984
Dimson, Elroy - In: Economics letters 18 (1985) 2/3, pp. 251-254
Persistent link: https://www.econbiz.de/10002085152
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Valuation of assets on a Markov state space
Dothan, Uri; Williams, Joseph T. - In: Economics letters 1 (1978) 2, pp. 163-166
Persistent link: https://www.econbiz.de/10002087770
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Tobin's q and monopoly power : a capital asset pricing perspective ; received 19.11.1984
Spiller, Pablo T. - In: Economics letters 18 (1985) 2/3, pp. 261-263
Persistent link: https://www.econbiz.de/10002858378
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A portfolio model estimator
Lim, G. C. - In: Economics letters 8 (1981) 3, pp. 247-253
Persistent link: https://www.econbiz.de/10002244198
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Examples of von Neumann-Morgenstern utility functions not recoverable from asset demands
McLennan, Andrew - In: Economics letters 3 (1979) 2, pp. 149-156
Persistent link: https://www.econbiz.de/10002418805
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The measurement of returns in asset pricing models
Layson, Stephen K.; Seaks, Terry G.; Wingler, Tony R. - In: Economics letters 18 (1985) 2/3, pp. 255-259
Persistent link: https://www.econbiz.de/10002353798
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Two estimators for the APT model when factors are measured
McElroy, Marjorie B.; Burmeister, Edwin; Wall, Kent D. - In: Economics letters 19 (1985) 3, pp. 271-275
Persistent link: https://www.econbiz.de/10002391777
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Analysts' forecasts in the capital asset pricing model
Strebel, Paul - In: Economics letters 13 (1983) 2/3, pp. 223-229
Persistent link: https://www.econbiz.de/10002888763