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On the power of cross-sectiona...
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Grauer, Robert R.
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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:
2
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:
3
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
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4
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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5
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
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6
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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7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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