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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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Ambiguity when performance is measured by the securities market line
Roll, Richard - In: The journal of finance : the journal of the American … 33 (1978) 4, pp. 1051-1069
Persistent link: https://www.econbiz.de/10002702154
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A compact analytic derivation of the efficient set
Roll, Richard - 1976
Persistent link: https://www.econbiz.de/10002702220
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A critique of the asset pricing theoryʹs tests
Roll, Richard - 1976
Persistent link: https://www.econbiz.de/10002702231
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A critique of the asset pricing theoryʹs tests
Roll, Richard - In: Journal of financial economics 4 (1977) 2, pp. 129-176
Persistent link: https://www.econbiz.de/10002702241
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An empirical investigation of the arbitrage pricing theory
Roll, Richard; Ross, Stephen A. - In: The journal of finance : the journal of the American … 35 (1980) 5, pp. 1073-1103
Persistent link: https://www.econbiz.de/10002702255
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Lʹ inflation, le modèle dʹéquilibre des actifs financiers et les tâches de lʹanalyste
Roll, Richard - 1975 - [Version rev.]
Persistent link: https://www.econbiz.de/10002702299
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Orthogonal portfolios
Roll, Richard - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 5, pp. 1005-1023
Persistent link: https://www.econbiz.de/10002702454
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A pure foreign exchange asset pricing model
Roll, Richard; Solnik, Bruno - In: Journal of international economics 7 (1977) 2, pp. 161-179
Persistent link: https://www.econbiz.de/10002702469