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Further Tests of the Separatio...
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1
Experimental tests of the separation theorem and the capital asset pricing model
Kroll, Yoram
- In:
The American economic review
78
(
1988
)
3
,
pp. 500-519
Persistent link: https://www.econbiz.de/10001047298
Saved in:
2
A parametric approach o stochastic dominance : the lognormal case
Kroll, Yoram
;
Levy, Haim
- In:
Management science : journal of the Institute for …
32
(
1986
)
3
,
pp. 283-288
Persistent link: https://www.econbiz.de/10003609706
Saved in:
3
Sample vs. population mean-variance efficient portfolios
Levy, Haim
;
Kroll, Yoram
- In:
Management science : journal of the Institute for …
26
(
1980
)
11
,
pp. 1108-1116
Persistent link: https://www.econbiz.de/10003609713
Saved in:
4
Sampling errors and portfolio efficient analysis
Kroll, Yoram
;
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
15
(
1980
)
3
,
pp. 655-688
Persistent link: https://www.econbiz.de/10002261591
Saved in:
5
Stochastic dominance : a review and some new evidence
Kroll, Yoram
;
Levy, Haim
- In:
Research in finance
2
(
1980
),
pp. 163-227
Persistent link: https://www.econbiz.de/10002261599
Saved in:
6
Stochastic dominance with a riskless asset : an imperfect market
Kroll, Yoram
;
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
14
(
1979
)
2
,
pp. 179-204
Persistent link: https://www.econbiz.de/10002261608
Saved in:
7
Efficiency analysis with borrowing and lending : criteria and their effectiveness
Levy, Haim
;
Kroll, Yoram
- In:
The review of economics and statistics
61
(
1979
)
1
,
pp. 125-130
Persistent link: https://www.econbiz.de/10002372638
Saved in:
8
Investment decision rules, diversification, and the investor's initial wealth
Levy, Haim
;
Kroll, Yoram
- In:
Econometrica : journal of the Econometric Society, an …
46
(
1978
)
5
,
pp. 1231-1237
Persistent link: https://www.econbiz.de/10002372719
Saved in:
9
Ordering uncertain options with borrowing and lending
Levy, Haim
;
Kroll, Yoram
- In:
The journal of finance : the journal of the American …
33
(
1978
)
2
,
pp. 553-574
Persistent link: https://www.econbiz.de/10002372871
Saved in:
10
Stochastic dominance with riskless assets
Levy, Haim
;
Kroll, Yoram
- In:
Journal of financial and quantitative analysis : JFQA
11
(
1976
)
5
,
pp. 743-747
Persistent link: https://www.econbiz.de/10002373025
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