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Analyzing investments whose histories differ in length
Stambaugh, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000937579
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000981017
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Bayesian inference and portfolio efficiency
Kandel, Shmuel; McCulloch, Robert E.; Stambaugh, Robert F. - 1993
Persistent link: https://www.econbiz.de/10000913805
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Asset returns, investment horizons, and intertemporal preferences
Kandel, Shmuel; Stambaugh, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000800651
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Asset returns and intertemporal preferences
Kandel, Shmuel; Stambaugh, Robert F. - 1991
Persistent link: https://www.econbiz.de/10000811496
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000659972
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Analyzing investments whose histories differ in length
Stambaugh, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000621946
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Changing risk, changing risk premiums, and dividend yield effects
Chen, Nai-fu
Persistent link: https://www.econbiz.de/10001274013
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Comparing asset pricing models : an investment perspective
Pástor, Ľuboš; Stambaugh, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001410127
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352