On the estimation of beta-pricing models.
- Published in:
- Review of Financial Studies, 1992, v. 5, n. 1, doi. 10.1093/rfs/5.1.1
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1992 AND VI 5 AND IP 1
Results: 6
1
2
Underestimation of portfolio insurance and the crash of October 1987.
- Published in:
- Review of Financial Studies, 1992, v. 5, n. 1, doi. 10.1093/rfs/5.1.35
- By:
- Publication type:
- Article
3
Evidence of risk premiums in foreign currency futures markets.
- Published in:
- Review of Financial Studies, 1992, v. 5, n. 1
- By:
- Publication type:
- Article
4
An intemporal model of asset prices in a Markov economy with a limiting stationary distribution.
- Published in:
- Review of Financial Studies, 1992, v. 5, n. 1, doi. 10.1093/rfs/5.1.85
- By:
- Publication type:
- Article
5
Intertemporal arbitrage pricing theory.
- Published in:
- Review of Financial Studies, 1992, v. 5, n. 1, doi. 10.1093/rfs/5.1.105
- By:
- Publication type:
- Article
6
A further analysis of the lead-lag relationship between the cash market and stock index futures market.
- Published in:
- Review of Financial Studies, 1992, v. 5, n. 1, doi. 10.1093/rfs/5.1.123
- By:
- Publication type:
- Article