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Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
Tax effects on the allocation of capital among sectors and among individuals : a portfolio approach
Slemrod, Joel, (1982)
The substitutability of debt and equity securities
Friedman, Benjamin M., (1983)
A contango‐constrained model for storable commodity prices
Ribeiro, Diana R., (2005)
A contango-constrained model for storable commodity prices
The dynamics of the volatility skew: A Kalman filter approach
Bedendo, Mascia, (2009)