haku: @indexterm capital asset pricing / yhteensä: 356
viitteet: 27-36 / 356
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27.
Recovering the probability density function of asset prices using garch as diffusion approximations
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 83-110
 2001 Fornari, F.
Mele, A.
28.
Coskewness and cokurtosis in futures markets
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 55-81
 2001 Christie-David, R.
Chaudhry, M.
29.
Alternative tests of the zero-beta CAPM
European Finance Review
2000 : WINTER, VOL. 23:4, p. 469-493
 2000 Chou, P-H.
30.
Dynamic spanning in the consumption-based capital asset pricing model
European Finance Review
2000 : VOL. 4:2, p. 129-156
 2000 Christensen, P.O.
Graversen, S.E.
Miltersen, K.R.
31.
Asset pricing models: implications for expected returns and portfolio selection
Review of Financial Studies
2000 : WINTER, VOL. 13:4, p. 883-916
 2000 MacKinlay, A.C.
Pástor, L.
32.
Interest rate risk of European financial corporations
European Financial Management
2000 : DEC, VOL. 6:4, p. 459-478
 2000 Oertmann, Peter
Rendu, Christel
Zimmermann, Heinz
33.
Beta, size, risk, and return
Journal of Financial Research
2000 : FALL, VOL. 23:3, p. 245-260
 2000 Downs, T. W.
Ingram, R. W.
34.
New paradigm or same old hype in equity investing?
Financial Analysts' Journal
2000 : JUL/AUG, VOL. 56:4, p. 23-36
 2000 Chan, L. K. C.
Karceski, J.
Lakonishok, J.
35.
Is beta dead or alive?
Journal of Business Finance and Accounting
2000 : APR/MAY, VOL. 27:3&4, p. 283-311
 2000 Hsia, C.-C.
Fuller, B.
Chen, B.Y.J.
36.
Time-varying risk in the German stock market
European Journal of Finance
2000 : MAR, VOL. 6:1, p. 70-91
 2000 Scheicher, M.
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