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Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 29 / Issue 1 / March 1994
- Published online by Cambridge University Press:
- 06 April 2009, pp. 15-29
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- March 1994
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A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 2 / June 1989
- Published online by Cambridge University Press:
- 06 April 2009, pp. 185-204
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- June 1989
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Market Line Deviations and Market Anomalies with Reference to Small and Large Firms
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 21 / Issue 2 / June 1986
- Published online by Cambridge University Press:
- 06 April 2009, pp. 161-180
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- June 1986
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Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 18 / Issue 2 / June 1983
- Published online by Cambridge University Press:
- 06 April 2009, pp. 189-197
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- June 1983
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Comment: Systematic Interest-Rate Risk in a Two-Index Model of Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 5 / November 1974
- Published online by Cambridge University Press:
- 19 October 2009, pp. 723-725
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- November 1974
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