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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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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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Mean-variance theory in complete markets
Dybvig, Philip H.; Ingersoll, Jonathan E. - In: The journal of business : B 55 (1982) 2, pp. 233-251
Persistent link: https://www.econbiz.de/10002109581
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Portfolio efficient sets
Dybvig, Philip H.; Ross, Stephen A. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 6, pp. 1525-1546
Persistent link: https://www.econbiz.de/10002109585
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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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The shortcomings of duration as a risk measure for bonds
Yawitz, Jess B.; Marshall, William J. - In: The journal of financial research 4 (1981) 2, pp. 91-101
Persistent link: https://www.econbiz.de/10003001757
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Lower bounds on portfolio performance : an extension of the immunization strategy
Marshall, William J.; Yawitz, Jess B. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10002459331
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The technology of risk and return
Greenberg, Edward; Marshall, William J.; Yawitz, Jess B. - In: The American economic review 68 (1978) 3, pp. 241-251
Persistent link: https://www.econbiz.de/10002517726
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The effect of risk on the firms' optimal capital stock : a note
Maloney, Kevin J.; Marshall, William J.; Yawitz, Jess B. - 1983
Persistent link: https://www.econbiz.de/10003118523