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~isPartOf:"Journal of banking & finance"
~isPartOf:"Monthly labor review : MLR"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Jorion, Philippe"
~person:"Longstaff, Francis A."
~person:"Mei, Jianping"
~subject:"CAPM"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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1
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
2
Dual trading in futures markets
Fishman, Michael J.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 643-671
Persistent link: https://www.econbiz.de/10001128126
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3
Option listing and stock returns : an empirical analysis
Detemple, Jérôme B.
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
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4
Temporal aggregation and the continuous-time capital asset pricing model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
4
,
pp. 871-887
Persistent link: https://www.econbiz.de/10001072860
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5
The time variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
- In:
The journal of finance : the journal of the American …
44
(
1989
)
2
,
pp. 307-325
Persistent link: https://www.econbiz.de/10001072933
Saved in:
6
A semiautoregression approach to the arbitrage pricing theory
Mei, Jianping
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 599-620
Persistent link: https://www.econbiz.de/10001152171
Saved in:
7
Bayesian and CAPM estimators of the means : implications for portfolio selection
Jorion, Philippe
- In:
Journal of banking & finance
15
(
1991
)
3
,
pp. 717-727
Persistent link: https://www.econbiz.de/10001108341
Saved in:
8
Return generating process and the determinants of term premiums
Elton, Edwin J.
- In:
Journal of banking & finance
20
(
1996
)
7
,
pp. 1251-1269
Persistent link: https://www.econbiz.de/10001204894
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