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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens, (2000)
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
On the implications of leverage adjustments in the framework of arbitrage pricing theory under Modigliani-Miller propositions
Conine, Thomas E., (1997)
On comparison of the Black-Scholes and the Black-Merton stochastic models
Kowgier, Henryk, (2012)
About a way of estimation of weights situated on variance ellipse and method of determination of kind of surface on which portfolio weights are located
Kowgier, Henryk, (2010)