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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
Portfolio theory and capital markets
Sharpe, William F., (2000)
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W., (2000)
Optimal portfolio selection under institutional procedures for short selling
Kwan, Clarence C. Y., (1995)
Long-short portfolio modeling : critique and extension
Kwan, Clarence C. Y., (2004)
Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices
Kwan, Clarence C. Y., (2008)