search query: @author Epps, T. W. / total: 3
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1.
Necessary and sufficient conditions for the mean-variance portfolio model with constant risk aversion.
Journal of Financial and Quantitative Analysis
1981 : JUN, VOL. 16:2, p. 169-176
 1981 Epps, T. W.
2.
The distribution of security price changes: a test of a volume-mixture model with Cauchy disturbances.
Operations Research
1980 : SEP-OCT, VOL. 28:5, p. 1205-1212
 1980 Epps, T. W.
3.
Comovements in stock prices in the very short run.
Journal of the American Statistical Association
1979 : JUN, VOL. 74:366, p. 291-298
 1979 Epps, T. W.
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