A mean-variance framework for tests of asset pricing models.
- Published in:
- Review of Financial Studies, 1989, v. 2, n. 2, doi. 10.1093/rfs/2.2.125
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1989 AND VI 2 AND IP 2
Results: 7
1
2
Two-person dynamic equilibrium in the capital market.
- Published in:
- Review of Financial Studies, 1989, v. 2, n. 2, doi. 10.1093/rfs/2.2.157
- By:
- Publication type:
- Article
3
Divide and conquer: a theory of intraday and day-of-the-week mean effects.
- Published in:
- Review of Financial Studies, 1989, v. 2, n. 2, doi. 10.1093/rfs/2.2.189
- By:
- Publication type:
- Article
4
Mean reversion in short-horizon expected returns.
- Published in:
- Review of Financial Studies, 1989, v. 2, n. 2, doi. 10.1093/rfs/2.2.225
- By:
- Publication type:
- Article
5
Numerical evaluation of multivariate contingent claims.
- Published in:
- Review of Financial Studies, 1989, v. 2, n. 2, doi. 10.1093/rfs/2.2.241
- By:
- Publication type:
- Article
6
The multinomial option pricing model and its Brownian and Poisson limits.
- Published in:
- Review of Financial Studies, 1989, v. 2, n. 2, doi. 10.1093/rfs/2.2.251
- By:
- Publication type:
- Article
7
Book review. Theory of valuation: frontiers of modern financial theory. S Bhattacharya, G Constantinides.
- Published in:
- 1989
- By:
- Publication type:
- Book Review