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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Carlin, Bruce Ian"
~person:"Shanken, Jay"
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CAPM
8
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4
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4
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2
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Portfolio selection
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2
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1927-1990
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Carlin, Bruce Ian
Shanken, Jay
Ferson, Wayne E.
8
Fama, Eugene F.
7
French, Kenneth Ronald
6
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6
Lo, Andrew W.
6
Bansal, Ravi
5
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3
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of finance : the journal of the American Finance Association
NBER working paper series
8
Journal of financial economics
6
Working paper / National Bureau of Economic Research, Inc.
4
The review of financial studies
2
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Faculty research papers / The Fuqua School of Business, Duke University
1
International journal of central banking : IJCB
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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Security market imperfections in worldwide equity markets
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The revolution in corporate finance
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ECONIS (ZBW)
8
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1
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
2
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
Saved in:
3
Optimal portfolio liquidation with distress risk
Brown, David B.
;
Carlin, Bruce Ian
;
Sousa Lobo, Miguel
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 1997-2014
Persistent link: https://www.econbiz.de/10008748096
Saved in:
4
Episodic liquidity crises : cooperative and predatory trading
Carlin, Bruce Ian
;
Lobo, Miguel Sousa
;
Viswanathan, S.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2235-2274
Persistent link: https://www.econbiz.de/10003550023
Saved in:
5
Learning, asset-pricing tests, and market efficiency
Lewellen, Jonathan
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1113-1145
Persistent link: https://www.econbiz.de/10001684744
Saved in:
6
Another look at the cross-section of expected stock returns
Kothari, S. P.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10001178312
Saved in:
7
The current state of the arbitrage pricing theory
Shanken, Jay
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1569-1574
Persistent link: https://www.econbiz.de/10001133682
Saved in:
8
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 331-337
Persistent link: https://www.econbiz.de/10001015127
Saved in:
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