Narrow search
Showing 1 - 5 of 5
Cover Image
Testing asset pricing models with changing expectations and an unobservable market portfolio
Gibbons, Michael R.; Ferson, Wayne - In: Journal of Financial Economics 14 (1985) 2, pp. 217-236
Persistent link: https://www.econbiz.de/10005376792
Cover Image
Subperiod aggregation and the power of multivariate tests of portfolio efficiency
Gibbons, Michael R.; Shanken, Jay - In: Journal of Financial Economics 19 (1987) 2, pp. 389-394
Persistent link: https://www.econbiz.de/10005376924
Cover Image
Multivariate tests of financial models : A new approach
Gibbons, Michael R. - In: Journal of Financial Economics 10 (1982) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10005122044
Cover Image
The valuation of floating-rate instruments : Theory and evidence
Ramaswamy, Krishna; Sundaresan, Suresh M. - In: Journal of Financial Economics 17 (1986) 2, pp. 251-272
Persistent link: https://www.econbiz.de/10005362642
Cover Image
The effect of personal taxes and dividends on capital asset prices : Theory and empirical evidence
Litzenberger, Robert H.; Ramaswamy, Krishna - In: Journal of Financial Economics 7 (1979) 2, pp. 163-195
Persistent link: https://www.econbiz.de/10005478093