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How active should a portfolio be? : the riskreward tradeoff
Rosenberg, Barr - In: Financial analysts' journal : FAJ 35 (1979) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10002761385
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Two estimators for the APT model when factors are measured
McElroy, Marjorie B.; Burmeister, Edwin; Wall, Kent D. - In: Economics letters 19 (1985) 3, pp. 271-275
Persistent link: https://www.econbiz.de/10002391777
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Systematic risk of the CRSP equal-weighted common stock index : a history estimated by stochastic-parameter regression
Ohlson, James; Rosenberg, Barr - In: The journal of business : B 55 (1982) 1, pp. 121-145
Persistent link: https://www.econbiz.de/10002586502
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Factor-related and specific returns of common stocks : serial correlations and market ineffiency
Rosenberg, Barr; Rudd, Andrew - In: The journal of finance : the journal of the American … 37 (1982) 2, pp. 543-554
Persistent link: https://www.econbiz.de/10002761350
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The stationary distribution of returns and portfolio separation in capital markets : a fundamental contradiction
Rosenberg, Barr; Ohlson, James A. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 3, pp. 393-402
Persistent link: https://www.econbiz.de/10002761446
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Tests of capital asset pricing hypotheses
Rosenberg, Barr; Marathe, Vinay - In: Research in finance 1 (1979), pp. 115-223
Persistent link: https://www.econbiz.de/10002761486