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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)
An empirical investigation into arbitrage and approximate K-factor structure on large asset markets
Luedecke, Bernd P., (1984)
Interest rates, exchange rates and foreign debt
Jüttner, D. Johannes, (1991)
Are expectations of short-term interest rates rational?
Jüttner, D. Johannes, (1985)