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Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis, (2014)
Factor neutral portfolios
Valle, Cristiano A., (2015)
Fundamental indexation and the Fama-French three factor model : risk assimilation or stock mispricing?
Shi, Xiaofeng, (2015)
The controversy in fundamental indexation : why both sides of the argument are (mostly) correct
Dempsey, Michael, (2012)
The Fama and French three-factor model and leverage : compatibility with the Modigliani and Miller propositions
Dempsey, Michael, (2009)
The book-to-market equity ratio as a proxy for risk: evidence from Australian markets
Dempsey, Michael, (2010)