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Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B., (1991)
Expected return, time-varying risk, and hedging demand in the US REITs market
Xiao, Zhongyi, (2014)
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas, (1998)
A new approach to portfolio construction : the three-moment model
Tan, Kai-jiaw, (1990)
Risk return and the three-moment capital asset pricing model: another look
Tan, Kai-Jiaw, (1991)