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The sampling error in estimates of mean-variance efficient portfolio weights
Britten-Jones, Mark - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 655-671
Persistent link: https://www.econbiz.de/10001367859
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A portfolio approach to estimating the average correlation coefficient for the constant correlation model
Aneja, Yash P.; Chandra, Ramesh; Gunay, Erdal - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1435-1438
Persistent link: https://www.econbiz.de/10001080348
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More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
Chandra, Ramesh; Balachandran, Bala V. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 2055-2070
Persistent link: https://www.econbiz.de/10001138514
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Mutual fund performance evaluation : a comparison of benchmarks and benchmark comparisons
Lehmann, Bruce Neal - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 233-265
Persistent link: https://www.econbiz.de/10001047788
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Nonsynchronous data and the covariance-factor structure of returns
Shanken, Jay - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 221-231
Persistent link: https://www.econbiz.de/10001047789
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Nonsynchronous security trading and market index autocorrelation
Atchison, Michael D. - In: The journal of finance : the journal of the American … 42 (1987) 1, pp. 111-118
Persistent link: https://www.econbiz.de/10001047801
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Mimicking portfolios and exact arbitrage pricing
Huberman, Gur - In: The journal of finance : the journal of the American … 42 (1987) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001047813
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Optimal portfolio choice under incomplete information
Gennotte, Gerard - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 733-746
Persistent link: https://www.econbiz.de/10001047816
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On timing and selectivity
Admati, Anat R. (contributor) - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 715-730
Persistent link: https://www.econbiz.de/10001047817
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Discrete expectational data and portfolio performance
Elton, Edwin J. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 699-713
Persistent link: https://www.econbiz.de/10001047818