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subject:"Business cycle"
subject:"Wirtschaftswachstum"
~isPartOf:"Journal of economic theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Shanken, Jay"
~subject:"CAPM"
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Shanken, Jay
Ferson, Wayne E.
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Journal of economic theory
The journal of finance : the journal of the American Finance Association
Journal of financial economics
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
2
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of econometrics
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Security market imperfections in worldwide equity markets
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Learning, asset-pricing tests, and market efficiency
Lewellen, Jonathan
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1113-1145
Persistent link: https://www.econbiz.de/10001684744
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2
The current state of the arbitrage pricing theory
Shanken, Jay
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1569-1574
Persistent link: https://www.econbiz.de/10001133682
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3
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 331-337
Persistent link: https://www.econbiz.de/10001015127
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