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Testing asset pricing models with changing expectations and an unobservable market portfolio
Gibbons, Michael R.; Ferson, Wayne - In: Journal of Financial Economics 14 (1985) 2, pp. 217-236
Persistent link: https://www.econbiz.de/10005376792
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Subperiod aggregation and the power of multivariate tests of portfolio efficiency
Gibbons, Michael R.; Shanken, Jay - In: Journal of Financial Economics 19 (1987) 2, pp. 389-394
Persistent link: https://www.econbiz.de/10005376924
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Multivariate tests of financial models : A new approach
Gibbons, Michael R. - In: Journal of Financial Economics 10 (1982) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10005122044
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Mutual fund insurance
Gatto, Mary Ann; Geske, Robert; Litzenberger, Robert; … - In: Journal of Financial Economics 8 (1980) 3, pp. 283-317
Persistent link: https://www.econbiz.de/10005362754
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An intertemporal asset pricing model with stochastic consumption and investment opportunities
Breeden, Douglas T. - In: Journal of Financial Economics 7 (1979) 3, pp. 265-296
Persistent link: https://www.econbiz.de/10005376776
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Consumption, production, inflation and interest rates : A synthesis
Breeden, Douglas T. - In: Journal of Financial Economics 16 (1986) 1, pp. 3-39
Persistent link: https://www.econbiz.de/10005376870
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The effect of personal taxes and dividends on capital asset prices : Theory and empirical evidence
Litzenberger, Robert H.; Ramaswamy, Krishna - In: Journal of Financial Economics 7 (1979) 2, pp. 163-195
Persistent link: https://www.econbiz.de/10005478093
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Sharing rules and equilibrium in an international capital market under uncertainty
Grauer, Frederick L. A.; Litzenberger, Robert H.; … - In: Journal of Financial Economics 3 (1976) 3, pp. 233-256
Persistent link: https://www.econbiz.de/10005376641
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The structure and management of dual purpose funds
Litzenberger, Robert H.; Sosin, Howard B. - In: Journal of Financial Economics 4 (1977) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10005376712
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Arbitrage pricing, transaction costs and taxation of capital gains : A study of government bonds with the same maturity date
Litzenberger, Robert H.; Rolfo, Jacques - In: Journal of Financial Economics 13 (1984) 3, pp. 337-351
Persistent link: https://www.econbiz.de/10005362893