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Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
Tax effects on the allocation of capital among sectors and among individuals : a portfolio approach
Slemrod, Joel, (1982)
The substitutability of debt and equity securities
Friedman, Benjamin M., (1983)
Normality, solvency, and portfolio choice
Grauer, Robert R., (1986)
Beta in linear risk tolerance economies
Grauer, Robert R., (1985)
On the cross-sectional relation between expected returns, betas, and size
Grauer, Robert R., (1999)