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Branchenorientierte Steuerung eines Kreditportfolios
Frank, Martin, (1999)
Rebels, conformists, contrarians and momentum traders
Gatev, Evan G., (2000)
Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank, (2000)
Multivariate tests of zero beta CAPM
Shanken, Jay, (1985)
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay, (1986)
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay, (1987)