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Cross-section without factors : correlation risk, strings and asset prices
Distaso, Walter, (2021)
Correlation risk, strings and asset prices
Mele, Antonio, (2019)
No-arbitrage principle in conic finance
Vazifedan, Mehdi, (2020)
Arbitrage-free limit order books and the pricing of order flow risk
Lehmann, Bruce Neal, (2008)
Earnings, dividend policy, and present value relations : building blocks of dividend policy invariant cash flows
Lehmann, Bruce Neal, (1991)
Notes on dynamic factor pricing models