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~isPartOf:"Journal of financial economics"
~person:"Shanken, Jay"
~subject:"CAPM"
~subject:"Theory"
~subject:"Volatility"
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Shanken, Jay
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Journal of financial economics
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1
Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay
;
Tamayo, Ane
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
Saved in:
2
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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3
Problems in measuring portfolio performance : an application to contrarian investment strategies
Ball, Ray
- In:
Journal of financial economics
38
(
1995
)
1
,
pp. 79-107
Persistent link: https://www.econbiz.de/10001178364
Saved in:
4
A Bayesian approach to testing portfolio efficiency
Shanken, Jay
- In:
Journal of financial economics
19
(
1988
)
2
,
pp. 195-215
Persistent link: https://www.econbiz.de/10003678852
Saved in:
5
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay
- In:
Journal of financial economics
18
(
1987
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10001020479
Saved in:
6
Multivariate tests of zero beta CAPM
Shanken, Jay
- In:
Journal of financial economics
14
(
1985
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10001009730
Saved in:
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