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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul, (2000)
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo, (2000)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Political elections and the resolution of uncertainty : the international evidence
Pantzalis, Christos, (2000)
A note on the analytics and geometry of limiting mean : variance investment opportunity sets
Korkie, Robert M., (1997)
Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J., (1994)