SIMPLE-MODEL OF NON-STATIONARITY OF SYSTEMATIC RISK

[1] BEJA A, 1972, J FINANCE MAR, P37

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] BLACK F, 1973, J POLITICAL ECON MAY, P647

[4] BLUME M, 1975, J FINANCE JUN, P785

[5] Blume M E, 1971, J FINANCE MAR, P1

[6] BRENNAN MJ, 1973, J FINANCE JUN, P661

[7] BRENNER M, 1975, SIMPLE MODEL NON STA

[8] FAMA E, 1973, J FINANCE DEC, P1181

[9] FAMA E, 1973, J POLITICAL EC MAY, P607

[10] FAMA EF, 1968, J FINANCE MAR, P29

[1] BEJA A, 1972, J FINANCE MAR, P37

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] BLACK F, 1973, J POLITICAL ECON MAY, P647

[4] BLUME M, 1975, J FINANCE JUN, P785

[5] Blume M E, 1971, J FINANCE MAR, P1

[6] BRENNAN MJ, 1973, J FINANCE JUN, P661

[7] BRENNER M, 1975, SIMPLE MODEL NON STA

[8] FAMA E, 1973, J FINANCE DEC, P1181

[9] FAMA E, 1973, J POLITICAL EC MAY, P607

[10] FAMA EF, 1968, J FINANCE MAR, P29