//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Generalized two parameter asse...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
3
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
1934-1986
1
Börsenkurs
1
Dividend
1
Dividende
1
Portfolio-insurance
1
Power-utility and prospect-theory portfolios
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Share price
1
Solvency
1
Statistical error
1
Statistischer Fehler
1
USA
1
United States
1
Value-at-risk and conditional-value-at-risk constraints
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
4
Author
All
Grauer, Robert R.
10
Janmaat, Johannus A.
7
Shen, Frederick C.
2
Hakansson, Nils Hemming
1
Published in...
All
Journal of banking & finance
Journal of Banking & Finance
6
Research Program in Finance Working Papers
6
The journal of finance : the journal of the American Finance Association
5
Journal of Financial and Quantitative Analysis
4
Journal of financial and quantitative analysis : JFQA
4
The international library of critical writings in financial economics
4
An Elgar reference collection
3
Management Science
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The American economic review
3
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
2
International Review of Financial Analysis
2
International review of financial analysis
2
Review of quantitative finance and accounting
2
The journal of portfolio management : a publication of Institutional Investor
2
Books / Edward Elgar
1
Computational economics
1
Equity markets
1
Finance working paper
1
Journal of Economics and Business
1
Journal of Finance
1
Journal of Financial Economics
1
Papers and proceedings / American Finance Association
1
Real Estate Economics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The journal of business : B
1
The quarterly journal of finance
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
4
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Limiting losses may be injurious to your wealth
Grauer, Robert R.
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
Saved in:
2
Industry rotation in the US stock market : 1934 - 1986 ; returns on passive, semi-passive, and active strategies
Grauer, Robert R.
- In:
Journal of banking & finance
14
(
1990
)
2
,
pp. 513-538
Persistent link: https://www.econbiz.de/10001092351
Saved in:
3
Do constraints improve portfolio performance?
Grauer, Robert R.
;
Shen, Frederick C.
- In:
Journal of banking & finance
24
(
2000
)
8
,
pp. 1253-1274
Persistent link: https://www.econbiz.de/10001491416
Saved in:
4
The unintended consequences of grouping in tests of asset pricing models
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2889-2914
Persistent link: https://www.econbiz.de/10002410659
Saved in:
5
Cross-sectional tests of the CAPM and FamaFrench three-factor model
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 457-470
Persistent link: https://www.econbiz.de/10003935617
Saved in:
6
On the power of cross-sectional and multivariate tests of the CAPM
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 775-787
Persistent link: https://www.econbiz.de/10003836410
Saved in:
7
The impact of bank ownership concentration on impaired loans and capital adequacy
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 399-409
Persistent link: https://www.econbiz.de/10008349503
Saved in:
8
The unintended consequences of grouping in tests of asset pricing models
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2889-2914
Persistent link: https://www.econbiz.de/10005882385
Saved in:
9
On the power of cross-sectional and multivariate tests of the CAPM
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 775-788
Persistent link: https://www.econbiz.de/10008884995
Saved in:
10
Cross-sectional tests of the CAPM and Fama–French three-factor model
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 457-471
Persistent link: https://www.econbiz.de/10008889400
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->