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Manuel Ammann

Financial Markets and Portfolio Management, 2008, Volume 22, Number 3, Pages 193-194

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C. Skiadas: Asset Pricing Theory
Princeton University Press, 2009

Evert Wipplinger

Financial Markets and Portfolio Management, 2009, Volume 23, Number 3, Pages 329-330

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Robust portfolios: contributions from operations research and finance

Frank J. Fabozzi, Dashan Huang and Guofu Zhou

Annals of Operations Research, 2010, Volume 176, Number 1, Pages 191-220

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Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information.

J. Werner

Journal of Economics, 2005, Volume 84, Number 1, Pages 95-97

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Stock and Bond Liquidity and its Effect on Prices and Financial Policies

Yakov Amihud and Haim Mendelson

Financial Markets and Portfolio Management, 2006, Volume 20, Number 1, Pages 19-32

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Journal Article

Mean-variance versus expected utility in dynamic investment analysis

Leonard C. MacLean, Yonggan Zhao and William T. Ziemba

Computational Management Science, 2011, Volume 8, Numbers 1-2, Pages 3-22

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Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market

Andros Gregoriou and Christos Ioannidis

Empirical Economics, 2007, Volume 32, Number 1, Pages 19-39

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Journal Article

Incomplete information equilibria: Separation theorems and other myths

David Feldman

Annals of Operations Research, 2007, Volume 151, Number 1, Pages 119-149

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