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On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 331-337
Persistent link: https://www.econbiz.de/10001015127
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Options on leveraged equity : theory and empirical tests
Toft, Klaus Bjerre - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 1151-1180
Persistent link: https://www.econbiz.de/10001225608
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The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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An analysis of the source and nature of technical change : the case of US agriculture
Chavas, Jean-Paul - In: The review of economics and statistics 79 (1997) 3, pp. 482-492
Persistent link: https://www.econbiz.de/10001225758
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Regional measures of capacity utilization in the 1980s
Garofalo, Gasper Angelo - In: The review of economics and statistics 79 (1997) 3, pp. 415-421
Persistent link: https://www.econbiz.de/10001225767
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The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361
Persistent link: https://www.econbiz.de/10001225777
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Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
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The cyclical behavior of interest rates
Roma, Antonio - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1519-1542
Persistent link: https://www.econbiz.de/10001227641
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Approximating the asset pricing kernel
Chapman, David A. - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1383-1410
Persistent link: https://www.econbiz.de/10001227648
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On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J. - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649