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Reference variables, factor structure, and the approximate multibeta representation
Reisman, Haim - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1303-1314
Persistent link: https://www.econbiz.de/10001133695
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Market risk and asset prices
Smith, Richard Todd - In: Journal of economic dynamics & control 17 (1993) 4, pp. 555-569
Persistent link: https://www.econbiz.de/10001142563
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Empirical estimates of beta when investors face estimation risk
Clarkson, Peter M. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 431-453
Persistent link: https://www.econbiz.de/10001089799
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Are the latent variables in time-varying expected returns compensation for consumption risk?
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 397-429
Persistent link: https://www.econbiz.de/10001089800
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Equilibrium exchange rate hedging
Black, Fischer - In: The journal of finance : the journal of the American … 45 (1990) 3, pp. 899-907
Persistent link: https://www.econbiz.de/10001090938
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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
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Arbitrage asset pricing under exchange risk
Ikeda, Shinsuke - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 447-455
Persistent link: https://www.econbiz.de/10001106438
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Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
Bardhan, Indrajit - In: Journal of economic dynamics & control 20 (1996) 1, pp. 361-384
Persistent link: https://www.econbiz.de/10001190603
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Testing the CAPM with time-varying risks and returns
Bodurtha, James N. - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1485-1505
Persistent link: https://www.econbiz.de/10001112558
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Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362