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~person:"Grauer, Robert R."
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Grauer, Robert R.
Hakansson, Nils H.
10
Janmaat, Johannus A.
10
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9
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7
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Benchmarking measures of investment perfomance with perfect-foresight and bankrupt asset allocation strategies
Grauer, Robert R.
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003769555
Saved in:
2
A comparison of growth optimal and mean variance investment policies
Grauer, Robert R.
- In:
Journal of financial and quantitative analysis : JFQA
16
(
1981
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10002515898
Saved in:
3
The inference of tastes and beliefs from bond and stock market data
Grauer, Robert R.
- In:
Journal of financial and quantitative analysis : JFQA
13
(
1978
)
2
,
pp. 273-297
Persistent link: https://www.econbiz.de/10002515912
Saved in:
4
Investment policy implications of the capital asset pricing model
Grauer, Robert R.
- In:
The journal of finance : the journal of the American …
36
(
1981
)
1
,
pp. 127-141
Persistent link: https://www.econbiz.de/10002515920
Saved in:
5
Normality, solvency, and portfolio choice
Grauer, Robert R.
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
3
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001012669
Saved in:
6
Beta in linear risk tolerance economies
Grauer, Robert R.
- In:
Management science : journal of the Institute for …
31
(
1985
)
11
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10001015549
Saved in:
7
On the cross-sectional relation between expected returns, betas, and size
Grauer, Robert R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
2
,
pp. 773-789
Persistent link: https://www.econbiz.de/10001367865
Saved in:
8
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:
9
Gains from international diversification : 1968 - 85 returns on portfolios of stocks and bonds
Grauer, Robert R.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
3
,
pp. 721-739
Persistent link: https://www.econbiz.de/10001047844
Saved in:
10
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:
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