Roll's critique (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Roll's critique" in English language version.

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doi.org

Roll, Richard (1977). "A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory". Journal of Financial Economics. 4 (2): 129–176. doi:10.1016/0304-405X(77)90009-5. S2CID 15083599.

googlepages.com

matthewcpollard.googlepages.com

Proof of Mean Variance Tautology.

semanticscholar.org

api.semanticscholar.org

Roll, Richard (1977). "A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory". Journal of Financial Economics. 4 (2): 129–176. doi:10.1016/0304-405X(77)90009-5. S2CID 15083599.

ust.hk

math.ust.hk

Kwok, Yue Kuen. Department of Mathematics, Hong Kong University of Science and Technology. See p. 20 of: https://www.math.ust.hk/~maykwok/courses/ma362/Topic2.pdf