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Bayesian inference and portfolio efficiency
Kandel, Shmuel, (1993)
Multivariate tests of the CAPM under heteroskedasticity : a note
Lee, Ahyee, (1997)
Two-pass tests of asset pricing models with useless factors
Kan, Raymond, (1999)
An explanation for the weak evidence in support of the systematic risk-return relationship
Bradfield, D. J., (1993)
On the market risk premium
Firer, C., (2002)
Benchmarking an allocation to the foreign sub-portfolio from a South African perspective
Rudolph, Josiah, (2023)