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Risk aversion revisited
Morin, Roger-A.; Fernandez Suarez, A. - In: The journal of finance : the journal of the American … 38 (1983) 4, pp. 1201-1216
Persistent link: https://www.econbiz.de/10002517767
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Investment risk, bankruptcy risk, and pension reform in Canada
Pesando, James E. - In: The journal of finance : the journal of the American … 37 (1982) 3, pp. 741-749
Persistent link: https://www.econbiz.de/10002629037
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Financial models of regulated firms
Elton, Edwin J.; Gruber, Martin J.; Lieber, Zvi - In: The journal of finance : the journal of the American … 30 (1975) 2, pp. 401-450
Persistent link: https://www.econbiz.de/10002119198
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Capital asset pricing compatible with observed market value weights
Best, Michal J.; Grauer, Robert R. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001899996
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An immunization strategy is a minimax strategy
Bierwag, G. O.; Khang, Chulsoon - In: The journal of finance : the journal of the American … 34 (1979) 2, pp. 389-399
Persistent link: https://www.econbiz.de/10001904539
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Single factor duration models in a discrete general equilibrium framework
Bierwag, G. O. - In: The journal of finance : the journal of the American … 37 (1982) 2, pp. 325-338
Persistent link: https://www.econbiz.de/10001904710
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The analytics of performance measurement using a security market line
Dybvig, Philip H.; Ross, Stephen A. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 401-416
Persistent link: https://www.econbiz.de/10002109539
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Differential information and performance measurement using a security market line
Dybvig, Philip H.; Ross, Stephen A. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 383-399
Persistent link: https://www.econbiz.de/10002109570
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Yes, the APT is testable
Dybvig, Philip H.; Ross, Stephen A.; Shanken, Jay - In: The journal of finance : the journal of the American … 40 (1985) 4, pp. 1173-1188
Persistent link: https://www.econbiz.de/10002109601
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Specification tests for portfolio regression parameter stationarity and the implications for empirical research
Kon, Stanley J.; Lau, W. Patrick - In: The journal of finance : the journal of the American … 34 (1979) 2, pp. 451-465
Persistent link: https://www.econbiz.de/10002067214