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Comments on the valuation of derivative assets
Bick, Avi - In: Journal of financial economics 10 (1982) 3, pp. 331-345
Persistent link: https://www.econbiz.de/10001907912
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An explicit bound on individual assetsʹ deviations from APT pricing in a finite economy
Dybvig, Philip H. - In: Journal of financial economics 12 (1983) 4, pp. 483-496
Persistent link: https://www.econbiz.de/10002109412
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On interpreting security returns during the ex-dividend period
Eades, Kenneth M. - In: Journal of financial economics 13 (1984) 1, pp. 3-34
Persistent link: https://www.econbiz.de/10002113137
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The likehood ration test statistic of mean-variance efficiency without a riskless asset
Kandel, Shmuel - In: Journal of financial economics 13 (1984) 4, pp. 575-592
Persistent link: https://www.econbiz.de/10002070296
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Admissible uncertainty in the intertemporal asset pricing model
Kōnstantinidēs, Giōrgos - In: Journal of financial economics 8 (1980) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10002024931
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The Value Line enigma (1965-1978) : a case study of performance evaluation issues
Copeland, Ronald M.; Mayers, David - In: Journal of financial economics 10 (1982) 3, pp. 289-321
Persistent link: https://www.econbiz.de/10002029011
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Asymmetric information and portfolio performance measurement
Cornell, Bradford - In: Journal of financial economics 7 (1979) 4, pp. 381-390
Persistent link: https://www.econbiz.de/10002036801
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The consumption based asset pricing model : a note on potential tests and applications
Cornell, Bradford - In: Journal of financial economics 9 (1981) 1, pp. 103-108
Persistent link: https://www.econbiz.de/10002036813
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An algorithmic approach to deriving the minimum-variance zero-beta portfolio
Alexander, Gordon J. - In: Journal of financial economics 4 (1977) 2, pp. 231-236
Persistent link: https://www.econbiz.de/10001823916
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Time preference and capital asset pricing models
Bergman, Yaacov Z. - In: Journal of financial economics 14 (1985) 1, pp. 145-159
Persistent link: https://www.econbiz.de/10001913119