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A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu - In: The review of financial studies 18 (2005) 2, pp. 673-705
Persistent link: https://www.econbiz.de/10002882106
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Misspecification-robust inference in linear asset-pricing models with irrelevant risk factors
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: The review of financial studies 27 (2014) 7, pp. 2139-2170
Persistent link: https://www.econbiz.de/10010443073
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Do index funds monitor?
Heath, Davidson; Macciocchi, Daniele; Michaely, Roni; … - In: The review of financial studies 35 (2022) 1, pp. 91-131
Persistent link: https://www.econbiz.de/10012799355
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Real and private-value assets
Goetzmann, William N.; Spaenjers, Christophe; … - In: The review of financial studies 34 (2021) 8, pp. 3497-3526
Persistent link: https://www.econbiz.de/10012595394
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Model uncertainty, limited market participation, and asset prices
Cao, H. Henry; Wang, Tan; Zhang, Harold H. - In: The review of financial studies 18 (2005) 4, pp. 1219-1251
Persistent link: https://www.econbiz.de/10003352816
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Model comparison using the Hansen-Jagannathan distance
Kan, Raymond; Robotti, Cesare - In: The review of financial studies 22 (2009) 9, pp. 3449-3490
Persistent link: https://www.econbiz.de/10003885706
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Treating measurement error in Tobin's q
Erickson, Timothy; Whited, Toni Marion - In: The review of financial studies 25 (2012) 4, pp. 1286-1329
Persistent link: https://www.econbiz.de/10009520086
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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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Stock return predictability : a Bayesian model selection perspective
Cremers, K. J. Martijn - In: The review of financial studies 15 (2002) 4, pp. 1223-1249
Persistent link: https://www.econbiz.de/10001716094
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Robustness and pricing with uncertain growth
Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404
Persistent link: https://www.econbiz.de/10001688775