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Comparing Asset Pricing Models
BARILLAS, FRANCISCO; SHANKEN, JAY - In: The Journal of Finance 73 (2018) 2, pp. 715-754
Persistent link: https://www.econbiz.de/10012094181
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Which alpha?
Barillas, Francisco; Shanken, Jay - 2015
Persistent link: https://www.econbiz.de/10011418311
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Comparing asset pricing models
Barillas, Francisco; Shanken, Jay - 2015
Persistent link: https://www.econbiz.de/10011428008
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Model comparison with sharpe ratios
Barillas, Francisco; Kan, Raymond; Robotti, Cesare; … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 6, pp. 1840-1874
Persistent link: https://www.econbiz.de/10012307548
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Which alpha?
Barillas, Francisco; Shanken, Jay - In: The review of financial studies 30 (2017) 4, pp. 1316-1338
Persistent link: https://www.econbiz.de/10011749378
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The Arbitrage Pricing Theory: Is It Testable?
Shanken, Jay - In: Journal of Finance 37 (1982) 5, pp. 1129-40
Persistent link: https://www.econbiz.de/10005302408
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Book-to-market, dividend yield, and expected market returns: A time-series analysis
Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 44 (1997) 2, pp. 169-203
Persistent link: https://www.econbiz.de/10005362903
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Estimating and testing beta pricing models: Alternative methods and their performance in simulations
Shanken, Jay; Zhou, Guofu - In: Journal of Financial Economics 84 (2007) 1, pp. 40-86
Persistent link: https://www.econbiz.de/10005372476
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Problems in measuring portfolio performance An application to contrarian investment strategies
Ball, Ray; Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 38 (1995) 1, pp. 79-107
Persistent link: https://www.econbiz.de/10005376570
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Mutual fund performance with learning across funds
Jones, Christopher S.; Shanken, Jay - In: Journal of Financial Economics 78 (2005) 3, pp. 507-552
Persistent link: https://www.econbiz.de/10005376694