1

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

Year:
2010
Language:
english
File:
PDF, 769 KB
english, 2010
5

On the Cross-Sectional Relation between Expected Returns, Betas, and Size

Year:
1999
Language:
english
File:
PDF, 232 KB
english, 1999
8

A Comparison of Growth Optimal and Mean Variance Investment Policies

Year:
1981
Language:
english
File:
PDF, 1.52 MB
english, 1981
9

Prospect theory and portfolio selection

Year:
2016
Language:
english
File:
PDF, 375 KB
english, 2016
11

Generalized two parameter asset pricing models: Some empirical evidence

Year:
1978
Language:
english
File:
PDF, 1.38 MB
english, 1978
12

Limiting losses may be injurious to your wealth

Year:
2013
Language:
english
File:
PDF, 617 KB
english, 2013
13

Stein and CAPM estimators of the means in asset allocation

Year:
1995
Language:
english
File:
PDF, 2.20 MB
english, 1995
16

The unintended consequences of grouping in tests of asset pricing models

Year:
2004
Language:
english
File:
PDF, 343 KB
english, 2004
17

On the power of cross-sectional and multivariate tests of the CAPM

Year:
2009
Language:
english
File:
PDF, 772 KB
english, 2009
18

Do constraints improve portfolio performance?

Year:
2000
Language:
english
File:
PDF, 199 KB
english, 2000
21

Sensitivity Analysis for Mean-Variance Portfolio Problems

Year:
1991
Language:
english
File:
PDF, 383 KB
english, 1991
26

Capital Asset Pricing Compatible with Observed Market Value Weights

Year:
1985
Language:
english
File:
PDF, 446 KB
english, 1985
27

ENHANCED FLICKER DISCRIMINATION DURING STIMULATION BY PULSED TONES

Year:
1970
Language:
english
File:
PDF, 41 KB
english, 1970
28

Beta in Linear Risk Tolerance Economies

Year:
1985
Language:
english
File:
PDF, 1.54 MB
english, 1985
30

The Inference of Tastes and Beliefs from Bond and Stock Market Data

Year:
1978
Language:
english
File:
PDF, 1.95 MB
english, 1978
32

Investment Policy Implications of the Capital Asset Pricing Model

Year:
1981
Language:
english
File:
PDF, 470 KB
english, 1981
33

Normality, Solvency, and Portfolio Choice

Year:
1986
Language:
english
File:
PDF, 1.21 MB
english, 1986
34

On the Cross-Sectional Relation between Expected Returns, Betas, and Size

Year:
1999
Language:
english
File:
PDF, 466 KB
english, 1999
36

Beta in Linear Risk Tolerance Economies

Year:
1985
Language:
english
File:
PDF, 897 KB
english, 1985
38

Pacing Stimulus Predifferentiation in Detection of Change

Year:
1971
Language:
english
File:
PDF, 152 KB
english, 1971
45

The free amino acid pool in L-strain fibroblasts

Year:
1962
Language:
english
File:
PDF, 517 KB
english, 1962