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On the distributional conditions for a consumption-oriented three moment CAPM
Kraus, Alan; Litzenberger, Robert - In: The journal of finance : the journal of the American … 38 (1983) 5, pp. 1381-1391
Persistent link: https://www.econbiz.de/10003608921
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Market equilibrium in a multiperiod state preference model with logarithmic utility
Kraus, Alan; Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 30 (1975) 5, pp. 1213-1227
Persistent link: https://www.econbiz.de/10003608948
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The adjustment of stock prices to announcements of unanticipated changes in quarterly earnings
Joy, O. Maurice; Litzenberger, Robert H.; McEnally, … - 1977
Persistent link: https://www.econbiz.de/10003592095
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Ordinal predictions and the selection of common stocks
Litzenberger, Robert H.; Joy, O. Maurice; Pones, Charles P. - 1971
Persistent link: https://www.econbiz.de/10003592159