Block Recursive Systems in Asset Pricing Models
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- Black, Fischer & Scholes, Myron S, 1972. "The Valuation of Option Contracts and a Test of Market Efficiency," Journal of Finance, American Finance Association, vol. 27(2), pages 399-417, May.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Stiglitz, Joseph E, 1969. "A Re-Examination of the Modigliani-Miller Theorem," American Economic Review, American Economic Association, pages 784-793.
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- Pamela Parrish Peterson, 1980. "A Re-Examination Of Seemingly Unrelated Regressions Methodology Applied To Estimation Of Financial Relationships," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 297-308, September.
- Halkos, George & Tsilika, Kyriaki, 2012. "Constructing a Generator of Matrices with Pattern," MPRA Paper 43614, University Library of Munich, Germany.
- repec:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9595-y is not listed on IDEAS
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