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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)
A term structure model with preferences for the timing of resolution of uncertainty
Duffie, Darrell, (1997)
Efficient and equilibrium allocations with stochastic differential utility
Duffie, Darrell, (1994)
Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks: discussion
Duffie, Darrell, (2008)