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A Bayesian approach to testing portfolio efficiency
Shanken, Jay - In: Journal of financial economics 19 (1988) 2, pp. 195-215
Persistent link: https://www.econbiz.de/10003678852
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The current state of the arbitrage pricing theory
Shanken, Jay - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1569-1574
Persistent link: https://www.econbiz.de/10001133682
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Multivariate tests of zero beta CAPM
Shanken, Jay - In: Journal of financial economics 14 (1985) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10001009730
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On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 331-337
Persistent link: https://www.econbiz.de/10001015127
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Statistical methods in tests of portfolio efficiency : a synthesis
Shanken, Jay - 1996
Persistent link: https://www.econbiz.de/10001320232
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Intertemporal asset pricing : an empirical investigation
Shanken, Jay - In: Journal of econometrics 45 (1990) 1, pp. 99-120
Persistent link: https://www.econbiz.de/10001332078
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On the estimation of beta-pricing models
Shanken, Jay - In: The review of financial studies 5 (1992) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001119830
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A skeptical appraisal of asset pricing tests
Lewellen, Jonathan; Nagel, Stefan; Shanken, Jay - In: Journal of financial economics 96 (2010) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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Comparing asset pricing models
Barillas, Francisco; Shanken, Jay - 2015
Persistent link: https://www.econbiz.de/10011428008
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Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay; Tamayo, Ane - In: Journal of financial economics 105 (2012) 1, pp. 131-152
Persistent link: https://www.econbiz.de/10009622431