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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)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Further tests of the separation theorem and the capital asset pricing model
Kroll, Yoram, (1992)
Stochastic dominance with riskless assets
Levy, Haim, (1976)
Experimental tests of the mean-variance model for portfolio selection
Kroll, Yoram, (1988)