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CAPM
Portfolio selection
14
Portfolio-Management
14
Theorie
10
Theory
10
Kapitalanlage Portefeuilleplanung
6
USA
6
United States
6
Capital income
3
Estimation
3
Kapitaleinkommen
3
Mathematical programming
3
Mathematische Optimierung
3
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1934-1986
2
Nutzen
2
Portfolio-insurance
2
Power-utility and prospect-theory portfolios
2
Prospect Theory
2
Prospect theory
2
Solvency
2
Utility
2
Value-at-risk and conditional-value-at-risk constraints
2
Vereinigte Staaten
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1926-1989
1
1960-1985
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1960-1988
1
Beta risk
1
Betafaktor
1
Betriebliche Investitionstheorie
1
Bewertung
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Börsenkurs
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Canada
1
Capital mobility
1
Capital-Asset-Pricing-Modell
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Complete information
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Language
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English
10
Author
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Grauer, Robert R.
10
Janmaat, Johannus A.
3
Best, Michael J.
1
Best, Michal J.
1
Hakansson, Nils Hemming
1
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An Elgar reference collection
3
Journal of banking & finance
3
The international library of critical writings in financial economics
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The journal of finance : the journal of the American Finance Association
2
International review of financial analysis
1
The review of financial studies
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ECONIS (ZBW)
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1
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
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2
Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R.
- In:
International review of financial analysis
4
(
1995
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10001201560
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3
On the sensitivity of mean-variance-efficient portfolios to changes in asset means : some analytical and computational results
Best, Michael J.
- In:
The review of financial studies
4
(
1991
)
2
,
pp. 315-342
Persistent link: https://www.econbiz.de/10001109997
Saved in:
4
Capital asset pricing compatible with observed market value weights
Best, Michal J.
;
Grauer, Robert R.
- In:
The journal of finance : the journal of the American …
40
(
1985
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10001899996
Saved in:
5
Asset pricing theory and tests ; Vol. 1
Grauer, Robert R.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001731476
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6
Asset pricing theory and tests ; Vol. 2
Grauer, Robert R.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001731477
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7
Asset pricing theory and tests
Grauer, Robert R.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001706452
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8
The unintended consequences of grouping in tests of asset pricing models
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2889-2914
Persistent link: https://www.econbiz.de/10002410659
Saved in:
9
Cross-sectional tests of the CAPM and FamaFrench three-factor model
Grauer, Robert R.
;
Janmaat, Johannus A.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 457-470
Persistent link: https://www.econbiz.de/10003935617
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
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