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CAPM risk adjustment
Barnett, William A., (2000)
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)
Performance measurement with the arbitrage pricing theory : a new framework for analysis
Connor, Gregory, (1986)
A test for the number of factors in an approximate factor model
Connor, Gregory, (1993)
An intertemporal equilibrium beta pricing model
Connor, Gregory, (1989)