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A contingent claim approach to performance evaluation
Glosten, Lawrence R., (1994)
Costly arbitrage: evidence from closed-end funds
Pontiff, Jeffrey, (1996)
A contingent claim analysis of closed-end fund premia
Korkie, Robert M., (2001)
Performance measurement with the arbitrage pricing theory : a new framework for analysis
Connor, Gregory, (1986)
The arbitrage pricing theory and multifactor models of asset returns
Connor, Gregory, (1995)
A test for the number of factors in an approximate factor model
Connor, Gregory, (1993)