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Portfolio efficiency of capital asset pricing models : empirical evidence on thin stock markets
Östermark, Ralf - 1990
Persistent link: https://www.econbiz.de/10000799612
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Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000755344
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Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - In: Empirical economics : a journal of the Institute for … 18 (1993) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10001140542
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Predictability of individual stock returns on the Finnish and Swedish stock markets
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752180
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Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752181
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Empirical evidence on the CAPM in two Scandinavian stock exchanges
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752186
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Arbitrage pricing models for two Scandinavian stock markets
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752188
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Portfolio efficiency of APT and CAPM in two Scandinavian stock exchanges
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752189
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Dynamic statibility [stability] and cross-sectional invariance of the factor structures in two Scandinavian economies
Östermark, Ralf; Aaltonen, Jaana - 1991
Persistent link: https://www.econbiz.de/10000819498