EXTRA-MARKET COMPONENTS OF COVARIANCE IN SECURITY RETURNS

[1] BEAVER W, 1970, ACCOUNT REV, V45, P654

[2] EMPIRICAL EVALUATION OF ALTERNATIVE PORTFOLIO-SELECTION MODELS [J]. JOURNAL OF BUSINESS, 1967, 40 (02) : 166 - 193

[3] Farrar D.E., 1962, INVESTMENT DECISION

[4] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J]. JOURNAL OF BUSINESS, 1966, 39 (01) : 139 - 190

[5] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[6] MORRISON DF, 1967, MULTIVARIATE STATIST

[7] PREDICTION OF SYSTEMATIC AND SPECIFIC RISK IN COMMON STOCKS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1973, 8 (02) : 317 - 333

[8] LINEAR REGRESSION WITH RANDOMLY DISPERSED PARAMETERS [J]. BIOMETRIKA, 1973, 60 (01) : 65 - 72

[9] Rosenberg B., 1973, ANN ECONOMIC SOCIAL, V2, P381

[10] Sharpe W.F., 1970, PORTFOLIO THEORY CAP

[1] BEAVER W, 1970, ACCOUNT REV, V45, P654

[2] EMPIRICAL EVALUATION OF ALTERNATIVE PORTFOLIO-SELECTION MODELS [J]. JOURNAL OF BUSINESS, 1967, 40 (02) : 166 - 193

[3] Farrar D.E., 1962, INVESTMENT DECISION

[4] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J]. JOURNAL OF BUSINESS, 1966, 39 (01) : 139 - 190

[5] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[6] MORRISON DF, 1967, MULTIVARIATE STATIST

[7] PREDICTION OF SYSTEMATIC AND SPECIFIC RISK IN COMMON STOCKS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1973, 8 (02) : 317 - 333

[8] LINEAR REGRESSION WITH RANDOMLY DISPERSED PARAMETERS [J]. BIOMETRIKA, 1973, 60 (01) : 65 - 72

[9] Rosenberg B., 1973, ANN ECONOMIC SOCIAL, V2, P381

[10] Sharpe W.F., 1970, PORTFOLIO THEORY CAP