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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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Essays in portfolio theory
Kandel, Shmuel - 1983
Persistent link: https://www.econbiz.de/10000872791
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Mimicking portfolios and exact arbitrage pricing
Huberman, Gur - In: The journal of finance : the journal of the American … 42 (1987) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001047813
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Mutual fund performance evaluation with active peer benchmarks
Hunter, David L.; Kandel, Eugene; Kandel, Shmuel; … - In: Journal of financial economics 112 (2014) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10010375959
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A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik; Kandel, Shmuel; Fos, Vyacheslav - In: European economic review : EER 52 (2008) 8, pp. 1338-1352
Persistent link: https://www.econbiz.de/10003804462
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A portfolio choice model with utility from anticipation of future consumption and stock markets' mean reversion
Kandel, Shmuel; Kuznitz, Arik - 2004
Persistent link: https://www.econbiz.de/10002452267
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On the incentives for money managers : a signalling approach
Huberman, Gur - In: European economic review : EER 37 (1993) 5, pp. 1065-1081
Persistent link: https://www.econbiz.de/10001147305
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Mean-variance spanning
Huberman, Gur - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 873-888
Persistent link: https://www.econbiz.de/10001055605