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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)
The quality option implicit in futures contracts
Gay, Gerald D., (1984)
The information content of option prices and a test of market efficiency
Chiras, Donald P., (1978)
Implicit delivery options and optimal delivery strategies for financial futures contracts
Gay, Gerald D., (1986)