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The impact of bank ownership concentration on impaired loans and capital adequacy

Grauer, Robert R.; Janmaat, Johannus A. - In: Journal of banking & finance 34 (2010) 2, pp. 399-409

Persistent link: https://www.econbiz.de/10008349503

BENCHMARKING MEASURES OF INVESTMENT PERFORMANCE WITH PERFECT-FORESIGHT AND BANKRUPT ASSET ALLOCATION STRATEGIES

Grauer, Robert R. - In: The journal of portfolio management : a publication of … 34 (2008) 4, pp. 43-57

Persistent link: https://www.econbiz.de/10008088815

Gains from Diversifying into Real Estate : Three Decades of Portfolio Returns Based on the Dynamic Investment Model

Grauer, Robert R. - 1999

This paper compares the investment policies and returns for portfolios of stocks and bonds with and without up to three categories of real estate. Both a domestic and a global setting is examined, with and without the possibility of leverage. The portfolios were generated via the dynamic...

Persistent link: https://www.econbiz.de/10012790021

Stein and CAPM Estimators of the Means in Asset Allocation

Grauer, Robert R.; Hakansson, Nils H. - In: International review of financial analysis 4 (1995) 1, pp. 35-66

Persistent link: https://www.econbiz.de/10007209351

Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model

Grauer, Robert R.; Hakansson, Nils H. - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 237-266

Persistent link: https://www.econbiz.de/10007171185

On the Use of Mean-variance and Quadratic Approximations in Implementing Dynamic Investment Strategies: A Comparison of Returns and Investment Policies

Grauer, Robert R.; Hakansson, Nils H. - In: Management science : journal of the Institute for … 39 (1993) 7, pp. 856-871

Persistent link: https://www.econbiz.de/10006106550

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/10005882385

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. 775-788

Persistent link: https://www.econbiz.de/10008884995

Cross-sectional tests of the CAPM and Fama–French three-factor model

Grauer, Robert R.; Janmaat, Johannus A. - In: Journal of banking & finance 34 (2010) 2, pp. 457-471

Persistent link: https://www.econbiz.de/10008889400

SHORTER PAPERS - 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. 773-790

Persistent link: https://www.econbiz.de/10007342749