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Branchenorientierte Steuerung eines Kreditportfolios
Frank, Martin, (1999)
Portfolios of the rich
Carroll, Chris, (2000)
Rebels, conformists, contrarians and momentum traders
Gatev, Evan G., (2000)
Multivariate tests of zero beta CAPM
Shanken, Jay, (1985)
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay, (1986)
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay, (1987)