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The stationary distribution of returns and portfolio separation in capital markets : a fundamental contradiction
Rosenberg, Barr; Ohlson, James A. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 3, pp. 393-402
Persistent link: https://www.econbiz.de/10002761446
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Extensions to portfolio theory to reflect casr wealth differences among investors
Hessel, Christopher A. - In: Journal of financial and quantitative analysis : JFQA 16 (1981) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10002763537
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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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Nonhomogeneous expectations and information in the capital asset market
Rabinovitch, Ramon; Owen, Joel - In: The journal of finance : the journal of the American … 33 (1978) 2, pp. 575-587
Persistent link: https://www.econbiz.de/10002675681
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Inflation and financial intermediares : effects on large banks, 1968-75
Quick, Perry Day - 1980
Persistent link: https://www.econbiz.de/10002677702
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The valuation of uncertain income streams and the pricing of options
Rubinstein, Mark - In: The Bell journal of economics 7 (1976) 2, pp. 407-425
Persistent link: https://www.econbiz.de/10002715954
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Nonmarketable assets and capital market equilibrium under uncertainty
Mayers, David - In: Studies in the theory of capital markets : [papers of …, (pp. 223-248). 1972
Persistent link: https://www.econbiz.de/10002439326
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Investments : analysis and management
Francis, Jack Clark - 1976 - 2. ed.
Persistent link: https://www.econbiz.de/10001601110
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Australian financial institutions : their portfolio behavior and some policy implications
Acker, Fredric Michael - 19XX
Persistent link: https://www.econbiz.de/10001804149
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A noisy rational expectations equilibrium for multi-asset securities markets
Admati, Anat R. - In: Econometrica : journal of the Econometric Society, an … 53 (1985) 3, pp. 629-657
Persistent link: https://www.econbiz.de/10001806230