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Portfolio choice and asset pricing with nontraded assets
Svensson, Lars E. O. - 1988
Persistent link: https://www.econbiz.de/10000757895
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Portfolio efficiency of capital asset pricing models : empirical evidence and theoretical extensions
Östermark, Ralf - 1989
Persistent link: https://www.econbiz.de/10000758801
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A representative agent model of asset pricing and transaction volume
Huffman, Gregory W. - 1988
Persistent link: https://www.econbiz.de/10000760245
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The effects of stochastic inflation on asset prices
Labadie, Pamela - 1988
Persistent link: https://www.econbiz.de/10000765366
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Essays in portfolio theory
Kandel, Shmuel - 1983
Persistent link: https://www.econbiz.de/10000872791
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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger - 1993
Persistent link: https://www.econbiz.de/10000873425
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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000874458
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Mean-reverting expected returns and seasonality in the contrarian investment strategy
Jones, Steven L. - 1988
Persistent link: https://www.econbiz.de/10000874844
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Risk minimizing hedging strategies under restricted information
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880233
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Sources of risk and expected returns in global equity markets
Ferson, Wayne E.; Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881184