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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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Normality, solvency, and portfolio choice
Grauer, Robert R. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 3, pp. 265-278
Persistent link: https://www.econbiz.de/10001012669
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Beta in linear risk tolerance economies
Grauer, Robert R. - In: Management science : journal of the Institute for … 31 (1985) 11, pp. 1390-1402
Persistent link: https://www.econbiz.de/10001015549
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Benchmarking measures of investment perfomance with perfect-foresight and bankrupt asset allocation strategies
Grauer, Robert R. - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 43-57
Persistent link: https://www.econbiz.de/10003769555
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Limiting losses may be injurious to your wealth
Grauer, Robert R. - In: Journal of banking & finance 37 (2013) 12, pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
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Positively weighted minimum-variance portfolios and the structure of asset expected returns
Best, Michael J. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 513-537
Persistent link: https://www.econbiz.de/10001137817
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Industry rotation in the US stock market : 1934 - 1986 ; returns on passive, semi-passive, and active strategies
Grauer, Robert R. - In: Journal of banking & finance 14 (1990) 2, pp. 513-538
Persistent link: https://www.econbiz.de/10001092351
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Gains from international diversification : 1968 - 85 returns on portfolios of stocks and bonds
Grauer, Robert R. - In: The journal of finance : the journal of the American … 42 (1987) 3, pp. 721-739
Persistent link: https://www.econbiz.de/10001047844
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Historical returns on portfolios of stocks, bonds, and bills, with and without small stocks
Hakansson, Nils Hemming - In: Geld, Banken und Versicherungen : Beiträge zum ... … 3 (1985) 2, pp. 885-900
Persistent link: https://www.econbiz.de/10001009791
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A half century of returns on levered and unlevered portfolios of stocks, bonds, and bills, with and without small stocks
Grauer, Robert R. - In: The journal of business : B 59 (1986) 2, pp. 287-318
Persistent link: https://www.econbiz.de/10001010462