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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)
Approximate option valuation for arbitrary stochastic processes
Jarrow, Robert, (1982)
A comparison of the APT and CAPM a note
Jarrow, Robert, (1983)
Option pricing
Jarrow, Robert A., (1983)