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The arbitrage pricing theory :...
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ECONIS (ZBW)
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1
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
Saved in:
2
Statistical methods in tests of portfolio efficiency : a synthesis
Shanken, Jay
-
1996
Persistent link: https://www.econbiz.de/10001320232
Saved in:
3
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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4
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
Saved in:
5
A Bayesian approach to testing portfolio efficiency
Shanken, Jay
- In:
Journal of financial economics
2
(
1987
),
pp. 195-215
Persistent link: https://www.econbiz.de/10001036403
Saved in:
6
Nonsynchronous data and the covariance-factor structure of returns
Shanken, Jay
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001047789
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay
- In:
Journal of financial economics
18
(
1987
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10001020479
Saved in:
10
Multi-beta CAPM or equilibrium-APT? : a reply
Shanken, Jay
- In:
The journal of finance : the journal of the American …
40
(
1985
)
4
,
pp. 1189-1196
Persistent link: https://www.econbiz.de/10002817824
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