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Portfolio selection
13
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7
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Grauer, Robert R.
70
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10
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10
Best, Michael J.
9
Hakansson, Nils Hemming
7
Nils H. Hakansson.
5
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4
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3
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10
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ECONIS (ZBW)
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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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2
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:
3
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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4
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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5
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:
6
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:
7
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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8
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
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9
Asset pricing theory and tests
Grauer, Robert R.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001706452
Saved in:
10
Applying portfolio change and conditional performance measures : the case of industry rotation via dynamic investment model
Grauer, Robert R.
;
Hakansson, Nils Hemming
- In:
Review of quantitative finance and accounting
17
(
2001
)
3
,
pp. 237-265
Persistent link: https://www.econbiz.de/10001748157
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