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CAPM risk adjustment
Barnett, William A., (2000)
Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul, (2000)
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo, (2000)
Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter, (1994)
A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter, (1993)
A super-martingale property of the optimal portfolio process
Schachermayer, Walter, (2003)