search query: @author Litzenberger, R. / total: 3
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1.
On the necessary condition for linear sharing and separation : a note.
Journal of Financial and Quantitative Analysis
1985 : SEP, VOL. 20:3, p. 381-384
 1985 Huang, C. F.
Litzenberger, R.
2.
On the distributional conditions for a consumption-oriented three moment CAPM.
Journal of Finance
1983 : DEC, VOL. 38:5, p. 1381-1391
 1983 Kraus, A.
Litzenberger, R.
3.
On the CAPM approach to the estimation of a public utility's cost of equity capital.
Journal of Finance
1980 : MAY, VOL. 35:2, p. 369-387
 1980 Litzenberger, R.
Ramaswamy, K.
Sosin, H.
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