Narrow search
Showing 1 - 10 of 15
Cover Image
Portfolio efficiency of capital asset pricing models : empirical evidence on thin stock markets
Östermark, Ralf - 1990
Persistent link: https://www.econbiz.de/10000799612
Cover Image
Multiple factor-GARCH modelling of global asset returns
Östermark, Ralf - 1997
Persistent link: https://www.econbiz.de/10000976926
Cover Image
Structural modelling of global capital asset pricing
Östermark, Ralf - 1998
Persistent link: https://www.econbiz.de/10000983041
Cover Image
Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - In: Empirical economics : a journal of the Institute for … 18 (1993) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10001140542
Cover Image
Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000755344
Cover Image
A chance-constraint programming approach to the CAPM
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000738403
Cover Image
Empirical testing of the arbitrage pricing theory on the Finnish stock market
Östermark, Ralf - 1987
Persistent link: https://www.econbiz.de/10000728458
Cover Image
Dynamic statibility [stability] and cross-sectional invariance of the factor structures in two Scandinavian economies
Östermark, Ralf; Aaltonen, Jaana - 1991
Persistent link: https://www.econbiz.de/10000819498
Cover Image
Dynamic stability and cross-sectional invariance of the arbitrage pricing model in two Scandinavian stock markets
Östermark, Ralf; Aaltonen, Jaana - 1991
Persistent link: https://www.econbiz.de/10000822904
Cover Image
The structural relationship between financial ratios and capital asset pricing
Östermark, Ralf; Aaltonen, Jaana - 1994
Persistent link: https://www.econbiz.de/10000886733