References
- Baigent, G. Glenn. 2014. “M-Squared and Ranking Issues for Risky Assets.” Applied Economics Letters 22 (4): 1–4. https://doi.org/10.1080/13504851.2014.937027.
- Bergeron, C. 2021. “Benchmark, Relative Return, and Asset Pricing.” Applied Economics Letters 29 (16): 1498–1503. https://doi.org/10.1080/13504851.2021.1940080.
- Black, F. 1972. “Capital Market Equilibrium with Restricted Borrowing.” The Journal of Business 45 (3): 444–455. https://doi.org/10.1086/295472.
- Campbell, J. Y. 2018. Financial Decisions and Markets. Princeton, New Jersey: Princeton University Press.
- Modigliani, F., and L. Modigliani. 1997. “Risk-Adjusted Performance.” The Journal of Portfolio Management 23 (2): 45–54. https://doi.org/10.3905/jpm.23.2.45.
- Roll, R. 1977. “A Critique of the Asset Pricing Theory’s Tests.” Journal of Financial Economics 4 (2): 129–176. https://doi.org/10.1016/0304-405X(77)90009-5.
- Ross, S. A. 1976. “The Arbitrage Theory of Capital Asset Pricing.” Journal of Economic Theory 13 (3): 341–360. https://doi.org/10.1016/0022-0531(76)90046-6.