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A Bayesian approach to diagnosis of asset pricing modelsSTUTZER, M.Journal of econometrics. 1995, Vol 68, Num 2, pp 367-397, issn 0304-4076Article

A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimatorsMCCURDY, T. H; STENGOS, T.Journal of econometrics. 1992, Vol 52, Num 1-2, pp 225-244, issn 0304-4076Article

A simulation study of some non-parametric regression estimatorsTALWAR, P. P.Computational statistics & data analysis. 1993, Vol 15, Num 3, pp 309-327, issn 0167-9473Article

Simulated moments estimation of Markov models of asset pricesDUFFIE, D; SINGLETON, K. J.Econometrica. 1993, Vol 61, Num 4, pp 929-952, issn 0012-9682Article

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Some results in the CAPM with nontraded endowmentsGYUTAEG OH.Management science. 1996, Vol 42, Num 2, pp 286-293, issn 0025-1909Article

Modèles d'évaluation d'arbitrage ou d'équilibre : une comparaison APT et CAPM = A comparison between Arbitrage Pricing Theory (APT) and Capital Asset Pricing Model (CAPM)NAMUR, D.Journal de la Société de statistique de Paris. 1992, Vol 133, Num 4, pp 167-180, issn 0037-914XConference Paper

Measuring systematic risk using implicit betaSIEGEL, A. F.Management science. 1995, Vol 41, Num 1, pp 124-128, issn 0025-1909Article

The structural relationship between financial ratios and capital asset pricingÖSTERMARK, R; AALTONEN, J.International journal of systems science. 1995, Vol 26, Num 5, pp 1129-1152, issn 0020-7721Article

Portfolio selection and asset pricing. Three-parameter frameworkSIMAAN, Y.Management science. 1993, Vol 39, Num 5, pp 568-577, issn 0025-1909Article

A market utility approach to investment valuationKASANEN, E; TRIGEORGIS, L.European journal of operational research. 1994, Vol 74, Num 2, pp 294-309, issn 0377-2217Conference Paper

A super criterion for testing portfolio efficiency : empirical evidence on Finnish stock dataOÊSTERMARK, R.European journal of operational research. 1990, Vol 46, Num 3, pp 304-312, issn 0377-2217, 9 p.Article

Market reaction to quarterly earnings' announcements: a stochastic dominance based test of market efficiencyFALK, H; LEVY, H.Management science. 1989, Vol 35, Num 4, pp 425-446, issn 0025-1909, 22 p.Article

The CAPM and the calendar: empirical anomalies and the risk-return relationshipBRAM CADSBY, C.Management science. 1992, Vol 38, Num 11, pp 1543-1561, issn 0025-1909Article

Risk measures in strategic management research : Auld lang syne?RUEFLI, T. W; COLLINS, J. M; LACUGNA, J. R et al.Strategic management journal. 1999, Vol 20, Num 2, pp 167-194, issn 0143-2095Article

Corporate mergers, stockholder diversification, and changes in systematic riskSAYAN CHATTERJEE; LUBATKIN, M.Strategic management journal. 1990, Vol 11, Num 4, pp 255-268, issn 0143-2095, 2 p.Article

Modélisation des risques de marché des positions sur instruments financiers : contributions à l'approche Pareto-stable = Modeling market risks of positions on financial instruments : contributions to the Pareto-stable alternativeGamrowski, Bertrand; Balinski, Michel.1996, 220 p.Thesis

Empirical martingale simulation for asset pricesJIN-CHUAN DUAN; SIMONATO, J.-G.Management science. 1998, Vol 44, Num 9, pp 1218-1233, issn 0025-1909Article

Modélisation de la Volatilité d'un Actif financier et Applications = Modelisation of the volatility of a Financial Asset and ApplicationsLeblanc, Boris; Elie, Laure.1997, 152 p.Thesis

On incorporating business risk into continuous review inventory modelsSINGHAL, V. R; RATURI, A. S; BRYANT, J et al.European journal of operational research. 1994, Vol 75, Num 1, pp 136-150, issn 0377-2217Article

World wide security market regularitiesZIEMBA, W. T.European journal of operational research. 1994, Vol 74, Num 2, pp 198-229, issn 0377-2217Conference Paper

Tests du MEDAF à deux facteurs: une analyse sur données françaises = Tests of two-factor: an analysis of French dataPIATECKI, C; SKALLI, A.Journal de la Société de statistique de Paris. 1993, Vol 134, Num 2, pp 57-89, issn 0037-914XArticle

Marchés financiers et gestion de portefeuilles : une mise en perspective des nouveaux outilsJournal de la Société de statistique de Paris. 1992, Vol 133, Num 4, issn 0037-914XConference Proceedings

Risk in inventory models: the case of the newsboy problem ― Optimality conditionsCHUNG, K. H.The Journal of the Operational Research Society. 1990, Vol 41, Num 2, pp 173-176, issn 0160-5682, 4 p.Article