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Fundamental driver of fund style drift
Galloppo, Giuseppe, (2017)
Examining CAPM in Today's Markets
Knox, Dave, (2011)
The CAPM and the High Frequency Trading: Will the CAPM hold good under the impact of high-frequency trading?
Ki, YoungHa, (2011)
Exact Solutions of a Model for Asset Prices by K. Takaoka
Ishimura, Naoyuki, (2004)
Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs
Ishimura, Naoyuki, (2010)
On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs
Imai, Hitoshi, (2006)