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Portfolio efficiency of capital asset pricing models : empirical evidence on thin stock markets
Östermark, Ralf - 1990
Persistent link: https://www.econbiz.de/10000799612
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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
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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
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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
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Recursive portfolio management : large-scale evidence from two Scandinavian stock markets
Östermark, Ralf; Aaltonen, Jaana - 1991
Persistent link: https://www.econbiz.de/10000822401
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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
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Testing the relevance of accounting numbers in security valuation : a structural model with Scandinavian data
Östermark, Ralf; Aaltonen, Jaana - 1994
Persistent link: https://www.econbiz.de/10000901903
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The efficiency of recursive investment strategies for a combined portfolio of stocks and call options : empirical evidence on the Swedish stock market
Östermark, Ralf; Aaltonen, Jaana - 1992
Persistent link: https://www.econbiz.de/10000843164
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Lead-lag relations and cointegration in two Scandinavian stock markets
Östermark, Ralf; Höglund, Rune - 1992
Persistent link: https://www.econbiz.de/10000850164
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Predictability of individual stock returns on the Finnish and Swedish stock markets
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752180