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Horizon Risk and Asset Pricing.
Hubner, G., (1999)
Minimax Measures of Risk : Properties and Applications.
Bernis, G., (2000)
THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.
BATES, D.S., (1990)
DO WE HAVE TO KNOW BETA? AN AUTOREGRESSIVE APPROACH TO THE TEST OF THE APT.
MEI, J., (1989)
Return generating process and the determinants of term premiums
Elton, E.J., (1996)
Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market.
Hamao, Y., (1995)