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161
Arbitrage equilibrium with skewed asset returns
Barone-Adesi, Giovanni
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10001873815
Saved in:
162
Filtering returns for unspecified biases in priors when testing asset pricing theory
Bossaerts, Peter L.
- In:
The review of economic studies
71
(
2004
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10001879682
Saved in:
163
Testing mean-variance efficiency in
CAPM
with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
Saved in:
164
Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J.
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10001575288
Saved in:
165
Econometric issues related to errors in variables in financial models
Maddala, Gangadharrao S.
- In:
Econometrics and economic theory in the 20th century : …
,
(pp. 414-432)
.
1998
Persistent link: https://www.econbiz.de/10001548940
Saved in:
166
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
167
Cross-validation of the economic significance of factors in security returns
Upton, David E.
- In:
Journal of business research : JBR
31
(
1994
)
1
,
pp. 33-38
Persistent link: https://www.econbiz.de/10001170979
Saved in:
168
An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P.
(
contributor
)
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
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169
International mutual funds stability and benefits of diversification
Essayyad, Musa
- In:
Economia internazionale
47
(
1994
)
2
,
pp. 139-159
Persistent link: https://www.econbiz.de/10001175914
Saved in:
170
Endogeneity bias in beta estimation : Thailand and Hong Kong
Woo, Chi-keung
- In:
Pacific-Basin finance journal
2
(
1994
)
4
,
pp. 453-461
Persistent link: https://www.econbiz.de/10001178923
Saved in:
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