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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)
Multivariate tests of zero beta CAPM
Shanken, Jay, (1985)
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay, (1986)
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay, (1987)