1. Multivariate Tests of Mean–Variance Efficiency with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach;Beaulieu;Journal of Business & Economic Statistics,2007
2. Identification-Robust Estimation and Testing of the Zero-Beta CAPM;Beaulieu;The Review of Economic Studies,2013
3. Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns;Burnside;Journal of Financial Econometrics,2016
4. Common Risk Factors in the Returns on Stocks and Bonds;Fama;Journal of Financial Economics,1993