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Bayesian Inference and Portfolio Efficiency
Kandel, Shmuel; McCulloch, Robert; Stambaugh, Robert F. - In: The review of financial studies 8 (1995) 1, pp. 1-54
Persistent link: https://www.econbiz.de/10007084029
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Correction: A Mean-Variance Framework for Tests of Asset Pricing Models
Kandel, Shmuel; Stambaugh, Robert F. - In: The review of financial studies 7 (1994) 4, pp. 803
Persistent link: https://www.econbiz.de/10007089859
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Learning from Trading
Kandel, Shmuel; Ofer, Aharon R.; Sarig, Oded - In: The review of financial studies 6 (1993) 3, pp. 507-526
Persistent link: https://www.econbiz.de/10007093173
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ON THE PREDICTABILITY OF STOCK RETURNS: AN ASSETALLOCATION PERSPECTIVE
Kandel, Shmuel; Stambaugh, Robert F. - 1995
Persistent link: https://www.econbiz.de/10007007687
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PORTFOLIO INEFFICIENCY AND THE CROSS-SECTION OF EXPETED RETURNS
Kandel, Shmuel; Stambaugh, Robert F. - 1994
Persistent link: https://www.econbiz.de/10007010995
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Portfolio Inefficiency and the Cross-section of Expected Returns
Kandel, Shmuel; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 157-184
Persistent link: https://www.econbiz.de/10006595093
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Measuring investor sentiment with mutual fund flows
Ben-Rephael, Azi; Kandel, Shmuel; Wohl, Avi - In: Journal of financial economics 104 (2012) 2, pp. 363-383
Persistent link: https://www.econbiz.de/10009840787
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A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik; Kandel, Shmuel; Fos, Vyacheslav - In: European economic review : EER 52 (2008) 8, pp. 1338-1353
Persistent link: https://www.econbiz.de/10008892783
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The Price Pressure of Aggregate Mutual Fund Flows
Ben-Rephael, Azi; Kandel, Shmuel; Wohl, Avi - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 585-585
Persistent link: https://www.econbiz.de/10009138191
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Market Efficiency and Value Line's Record.
Huberman, Gur; Kandel, Shmuel - In: The Journal of Business 63 (1990) 2, pp. 187-216
The Value Line investment record is frequently interpreted as evidence of market inefficiency. This article reconciles the record with market efficiency as one implication of a model that assumes a semistrong form of market efficiency and autoregressive state variables, which need not be...
Persistent link: https://www.econbiz.de/10005728098