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2. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions. (2005). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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3. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions. (2005). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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1. On Endogenous Risk, the Amplification Effects of Financial Systems and Macro Prudential Policies. (2011). Powell, Andrew ; Majnoni, Giovanni.
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2. Portfolio Separation with -symmetric and Psuedo-isotropic Distributions. (2011). Framstad, Nils ; Chr. Framstad, Nils, .
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3. Portfolio Separation Properties of the Skew-Elliptical Distributions. (2011). Framstad, Nils.
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4. Efficient Management of Insecure Fossil Fuel Imports through Taxing (!) Domestic Green Energy?. (2010). Pethig, Rüdiger ; Eichner, Thomas.
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5. In which financial markets do mutual fund theorems hold true?. (2009). Schachermayer, Walter ; Sirbu, Mihai ; Taflin, Erik.
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6. Efficient management of insecure fossil fuel imports through taxing (!) domestic green energy?. (2009). Pethig, Rüdiger ; Eichner, Thomas.
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7. Preferences over location-scale family. (2008). Wong, Wing-Keung ; Ma, Chenghu.
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8. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
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9. On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk. (2008). Renault, Eric ; Chabi-Yo, Fousseni ; Ghysels, Eric.
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10. Aggregation under homogeneous ambiguity: a two-fund separation result. (2007). Wakai, Katsutoshi.
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11. How risk averse are fund managers? Evidence from Irish mutual funds. (2006). Flavin, Thomas.
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12. Competitive Equilibrium with Incomplete Financial Markets. (2006). .
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13. Foreign Participation in Local Currency Bond Markets. (2006). Warnock, Francis ; Burger, John.
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14. How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds. (2006). Flavin, Thomas.
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15. Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle. (2006). Dionne, Georges ; Chakroun, Oussama ; Dugas-Sampara, Amelie.
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16. Portfolio diversification and internalization of production externalities through majority voting. (2006). Tvede, Mich ; Crès, Hervé ; Cres, Herve.
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17. Dynamic General Equilibrium and T-Period Fund Separation. (2005). Hens, Thorsten ; Woehrmann, Peter ; Gerber, Anke.
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18. The econometrics of efficient portfolios. (2005). Monfort, Alain ; gourieroux, christian.
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19. Risk Management of Pension Systems from the Perspective of Loss Aversion. (2005). Binswanger, Johannes.
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20. Two-Fund separation and positive marginal utility. (2004). Breuer, Wolfgang ; Gurtler, Marc.
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21. Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index. (2004). Galagedera, Don ; Edirisuriya, Piyadasa.
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22. A SURVEY ON INVESTMENT PERFORMANCE APPRAISAL METHODS WITH SPECIAL REFERENCE TO DATA ENVELOPMENT ANALYSIS. (2004). Galagedera, Don.
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23. Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors. (2004). Dionne, Georges ; Dachraoui, Kais.
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24. Foreign participation in local-currency bond markets. (2004). Warnock, Francis ; Burger, John.
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25. The Pearson system of utility functions. (2003). Sorato, Annamaria ; LiCalzi, Marco.
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26. Collective Investment Decision Making with Heterogeneous Time Preferences. (2003). Zeckhauser, Richard ; Gollier, Christian.
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27. Heterogeneity of Investors and Asset Pricing in a Risk-Value World. (2003). Weber, Martin ; Franke, Günter.
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28. Collective Investment Decision Making with Heterogeneous Time Preferences. (2003). Zeckhauser, Richard ; Gollier, Christian.
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29. Performance evaluation, portfolio selection, and HARA utility. (2002). Breuer, Wolfgang ; Gurtler, Marc.
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30. DUAL APPROACHES TO THE ANALYSIS OF RISK AVERSION. (2002). Quiggin, John ; Chambers, Robert.
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31. Stochastic dominance and optimal portfolio. (2001). Dionne, Georges ; Dachraoui, Kais.
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32. An Asset Allocation Puzzle: Comment. (2001). Portait, Roland ; Jordan, James V. ; Bajeux-Besnainou, Isabelle.
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33. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. (2000). Lo, Andrew ; Wang, Jiang W..
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34. The demand for risky assets: Sample selection and household portfolios. (2000). Sorensen, Bent ; Perraudin, William ; Perraudin, William R. M., .
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35. The Robustness of the CAPM-A Computational Approach. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
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36. Aggregation, efficiency and mutual fund separation in incomplete markets. (1998). Gottardi, Piero ; Detemple, Jerome.
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37. Market Demand Functions in the Capital Asset Pricing Model. (1998). bottazzi, jean-marc ; Hens, Thorsten ; Loffler, Andreas.
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38. Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets. (1997). Gottardi, Piero ; Detemple, Jerome.
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39. Equilibrium with endogenous technological changes: Theory and applications. (1996). Garlappi, Lorenzo.
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40. Towards a Reformulation of Monetary Theory: Competitive Banking. (1992). Stiglitz, Joseph ; Greenwald, Bruce.
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41. What are the Real Effects of Liberalizing International Capital Movements?. (1992). Checchi, Daniele.
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42. Capital market theory and the pricing of financial securities. (1986). merton, robert.
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43. Aspects of Investor Behavior Under Risk. (1985). Roley, Vance V. ; Friedman, Benjamin M..
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44. The Substitutability of Debt and Equity Securities. (1983). Friedman, Benjamin M..
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45. Taxation, Corporate Financial Policy and the Cost of Capital. (1982). Auerbach, Alan.
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46. Asset Prices, Substitution Effects, and the Impact of Changes in Asset Stocks. (1980). Walsh, Carl.
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47. Indexed deposits and price expectations. (1979). Vartia, Pentti .
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48. A Note on the Derivation of Linear Homogeneous Asset Demand Functions. (1979). Roley, Vance V. ; Friedman, Benjamin M..
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49. On the microeconomic theory of investment under uncertainty. (1977). merton, robert.
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50. TOWARDS A THEORY OF SECURITY PRICE ADJUSTMENT. (1971). Shane, Mathew ; Roe, Terry.
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51. Taxation, Risk-Taking, and the Allocation of Investment. (1970). Stiglitz, Joseph.
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52. Competitive Nash Equilibria and Two Period Fund Separation. (). Thorsten Hens, Stefan Reimann, ; Vogt, Bodo.
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