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Sensitivity analysis for mean-variance portfolio problems
Best, Michael J. - In: Management science : journal of the Institute for … 37 (1991) 8, pp. 980-989
Persistent link: https://www.econbiz.de/10001113427
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Humans, econs and portfolio choice
Best, Michael J.; Grauer, Robert R. - In: The quarterly journal of finance 7 (2017) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011724091
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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
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On the sensitivity of mean-variance-efficient portfolios to changes in asset means : some analytical and computational results
Best, Michael J. - In: The review of financial studies 4 (1991) 2, pp. 315-342
Persistent link: https://www.econbiz.de/10001109997
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Capital asset pricing compatible with observed market value weights
Best, Michal J.; Grauer, Robert R. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001899996
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Asset pricing theory and tests ; Vol. 1
Grauer, Robert R. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001731476
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Asset pricing theory and tests ; Vol. 2
Grauer, Robert R. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001731477
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Asset pricing theory and tests
Grauer, Robert R. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001706452
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Do constraints improve portfolio performance?
Grauer, Robert R.; Shen, Frederick C. - In: Journal of banking & finance 24 (2000) 8, pp. 1253-1274
Persistent link: https://www.econbiz.de/10001491416
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An alternative test of the capital asset pricing model
Cheng, Pao L.; Grauer, Robert R. - In: The American economic review 70 (1980) 4, pp. 660-671
Persistent link: https://www.econbiz.de/10001993346