Jack Clark Francis

Beta as a Random Coefficient

F. Fabozzi, J. C. Francis, Frank J. Fabozzi, 1978, Journal of Financial and Quantitative Analysis.

Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions

F. Fabozzi, J. C. Francis, Frank J. Fabozzi, 1977 .

Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination

F. Fabozzi, J. C. Francis, Frank J. Fabozzi, 1979 .