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Preferences Representation and Risk Aversion. 2. Stachastic Dominance. 3. Mathematics of the Portfolio Frontier. 4. Two Fund Separation and Linear Valuation. 5. Allocative Efficiency and the Valuation of State Contingent Securities. 6. Valuation of Complex Securities and Options with Preference Restrictions. 7. Multiperiod Securities Markets I: Equilibrium Valuation. 8. Multiperiod Securities Markets II: Valuation by Arbitrage. 9. Financial Markets with Differential Information. 10. Econometric Issues in Testing the Capital Asset Pricing Model.
Connor et al. (Thu,) studied this question.