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Asset pricing theory and tests...
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Portfolio selection
14
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14
CAPM
9
Theorie
9
Theory
9
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7
USA
6
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3
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45
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25
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Grauer, Robert R.
70
Hakansson, Nils H.
10
Janmaat, Johannus A.
10
Best, Michael J.
9
Hakansson, Nils Hemming
7
Nils H. Hakansson.
5
Shen, Frederick C.
4
Cheng, Pao L.
3
Best, Michal J.
1
Hlouskova, Jaroslava
1
Nils Hakansson.
1
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1
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Department of Economics, University of California-Berkeley
6
Edward Elgar
1
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Journal of banking & finance
10
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6
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6
The journal of finance : the journal of the American Finance Association
5
Journal of Financial and Quantitative Analysis
4
Journal of financial and quantitative analysis : JFQA
4
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3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
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3
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3
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Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
2
International Review of Financial Analysis
2
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2
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ECONIS (ZBW)
32
RePEc
26
OLC EcoSci
10
USB Cologne (EcoSocSci)
2
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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:
8
Loss-aversion with kinked linear utility functions
Best, Michael J.
;
Grauer, Robert R.
;
Hlouskova, Jaroslava
; …
- In:
Computational economics
44
(
2014
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10010396232
Saved in:
9
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:
10
Asset pricing theory and tests
Grauer, Robert R.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001706452
Saved in:
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