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CAPM risk adjustment
Barnett, William A., (2000)
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)
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)
Statistical methods in tests of portfolio efficiency : a synthesis
Shanken, Jay, (1996)