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Transformed securities and alternative factor structures
Huang, Roger D., (1992)
Conditioning variables and the cross section of stock returns
Ferson, Wayne E., (1999)
Estimating a continuous-time asset pricing model with state-dependent risk aversion
Gordon, Stephen F., (1998)
The generalized Stein, Rubinstein covariance formula and its application to estimate real systematic risk
Wei, K. C. John, (1988)
The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Lee, Cheng F., (1990)
The APT versus the multi-factor CAPM : empirical evidence
Lee, Cheng F., (1989)