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The likelihood ratio test statistic of mean-variance efficiency without a riskless asset
Kandel, Shmuel - In: Journal of financial economics 13 (1984) 4, pp. 575-592
Persistent link: https://www.econbiz.de/10003595286
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The likehood ration test statistic of mean-variance efficiency without a riskless asset
Kandel, Shmuel - In: Journal of financial economics 13 (1984) 4, pp. 575-592
Persistent link: https://www.econbiz.de/10002070296
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On the exclusion of assets from tests of the mean variance efficiency of the market portfolio
Kandel, Shmuel - In: The journal of finance : the journal of the American … 39 (1984) 1, pp. 63-75
Persistent link: https://www.econbiz.de/10002070301
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The geometry of the maximum likehood estimator of the zero-beta return
Kandel, Shmuel - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 339-346
Persistent link: https://www.econbiz.de/10001015125
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An index-contingent trading mechanism : economic implications
Wohl, Avi; Kandel, Shmuel - 1994
Persistent link: https://www.econbiz.de/10000887997
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Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel; Stambaugh, Robert F. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000888001
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Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel - 1994
Persistent link: https://www.econbiz.de/10000888096
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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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Essays in portfolio theory
Kandel, Shmuel - 1983
Persistent link: https://www.econbiz.de/10000872791