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Monte Carlo tests of cointegration in a bivariate normal common factor system
Östermark, Ralf - In: Applied financial economics 10 (2000) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10001525817
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On the relationship between the empirical market line for the Finnish stock exchange and international evidence
Östermark, Ralf - In: Liiketaloudellinen aikakauskirja 36 (1987) 3, pp. 244-259
Persistent link: https://www.econbiz.de/10001036494
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Multiple factor-GARCH modelling of global asset returns
Östermark, Ralf - 1997
Persistent link: https://www.econbiz.de/10000976926
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Structural modelling of global capital asset pricing
Östermark, Ralf - 1998
Persistent link: https://www.econbiz.de/10000983041
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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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A short note on the growth potential of risky fund investments
Östermark, Ralf - In: Journal of derivatives & hedge funds 17 (2011) 4, pp. 281-290
Persistent link: https://www.econbiz.de/10010217485
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Massively parallel processing of recursive multi-period portfolio models
Östermark, Ralf - In: European journal of operational research : EJOR 259 (2017) 1, pp. 344-366
Persistent link: https://www.econbiz.de/10011644994
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The structural relationship between financial ratios and capital asset pricing
Östermark, Ralf; Aaltonen, Jaana - 1994
Persistent link: https://www.econbiz.de/10000886733
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Predictability of financial distress in Finnish conditions
Aaltonen, Jaana; Östermark, Ralf - 1992
Persistent link: https://www.econbiz.de/10000864207