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Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
More on beta as a random coefficient
Alexander, Gordon J., (1982)
Asymptotic net market value maximization in the mean-variance model with asymmetric information
Haller, Hans, (1984)
A unified beta pricing theory
Connor, Gregory, (1984)
The Irish risky lending gap
Connor, Gregory, (2009)
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory, (2007)