1

On the Predictability of Stock Returns: An Asset-Allocation Perspective

Year:
1996
Language:
english
File:
PDF, 1.04 MB
english, 1996
2

Portfolio Inefficiency and the Cross-Section of Expected Returns

Year:
1995
Language:
english
File:
PDF, 607 KB
english, 1995
4

Mimicking Portfolios and Exact Arbitrage Pricing

Year:
1987
Language:
english
File:
PDF, 357 KB
english, 1987
5

Expectations and Volatility of Consumption and Asset Returns

Year:
1990
Language:
english
File:
PDF, 568 KB
english, 1990
6

Bayesian Inference and Portfolio Efficiency

Year:
1995
Language:
english
File:
PDF, 4.22 MB
english, 1995
8

A Mean-Variance Framework for Tests of Asset Pricing Models

Year:
1989
Language:
english
File:
PDF, 888 KB
english, 1989