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Estimating the value of risk information
Cargill, Thomas F.; Meyer, Robert A. - In: Research in finance 4 (1983), pp. 43-61
Persistent link: https://www.econbiz.de/10001981059
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Tests of capital asset pricing hypotheses
Rosenberg, Barr; Marathe, Vinay - In: Research in finance 1 (1979), pp. 115-223
Persistent link: https://www.econbiz.de/10002761486
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An application of stochastic dominance to a portfolio problem
Russell, William R.; Seo, Tae Kun - In: Research in finance 2 (1980), pp. 121-138
Persistent link: https://www.econbiz.de/10002716257
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A discrete-time synthesis of financial theory
Rubinstein, Mark - In: Research in finance 3 (1981), pp. 53-102
Persistent link: https://www.econbiz.de/10002720884
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Measuring nonstationarity in the parameters of the market model
Hinich, Melvin J.; Roll, Richard - In: Research in finance 3 (1981), pp. 1-51
Persistent link: https://www.econbiz.de/10002843465
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Stochastic dominance and the foundations of mean-variance analyses
Fishburn, Peter C. - In: Research in finance 2 (1980), pp. 69-97
Persistent link: https://www.econbiz.de/10002156671
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Stochastic dominance : a review and some new evidence
Kroll, Yoram; Levy, Haim - In: Research in finance 2 (1980), pp. 163-227
Persistent link: https://www.econbiz.de/10002261599
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Stochastic dominance and the case for specialization
Hadar, Josef; Seo, Tae Kun - In: Research in finance 2 (1980), pp. 99-110
Persistent link: https://www.econbiz.de/10002590126