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Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
Tax effects on the allocation of capital among sectors and among individuals : a portfolio approach
Slemrod, Joel, (1982)
The substitutability of debt and equity securities
Friedman, Benjamin M., (1983)
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr, (1972)
The distribution of the mid-range : a comment
Rosenberg, Barr, (1970)
Exra-market components of covariance in security returns
Rosenberg, Barr, (1974)