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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Shanken, Jay"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Shanken, Jay
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Journal of financial and quantitative analysis : JFQA
Journal of financial economics
The journal of finance : the journal of the American Finance Association
6
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2
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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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ECONIS (ZBW)
12
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1
Model comparison with sharpe ratios
Barillas, Francisco
;
Kan, Raymond
;
Robotti, Cesare
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
6
,
pp. 1840-1874
Persistent link: https://www.econbiz.de/10012307548
Saved in:
2
Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay
;
Tamayo, Ane
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
Saved in:
3
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
Saved in:
4
Estimating and testing beta pricing models : alternative methods and their performance in simulations
Shanken, Jay
;
Zhou, Guofu
- In:
Journal of financial economics
84
(
2007
)
1
,
pp. 40-86
Persistent link: https://www.econbiz.de/10003454434
Saved in:
5
Mutual fund performance with learning across funds
Jones, Christopher S.
;
Shanken, Jay
- In:
Journal of financial economics
78
(
2005
)
3
,
pp. 507-552
Persistent link: https://www.econbiz.de/10003228836
Saved in:
6
Book-to-market, dividend yield, and expected market returns : a time-series analysis
Kothari, S. P.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 169-203
Persistent link: https://www.econbiz.de/10001222165
Saved in:
7
Problems in measuring portfolio performance : an application to contrarian investment strategies
Ball, Ray
- In:
Journal of financial economics
38
(
1995
)
1
,
pp. 79-107
Persistent link: https://www.econbiz.de/10001178364
Saved in:
8
Stock return variation and expected dividends : a time-series and cross-sectional analysis
Kothari, S. P.
- In:
Journal of financial economics
31
(
1992
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10001125825
Saved in:
9
A Bayesian approach to testing portfolio efficiency
Shanken, Jay
- In:
Journal of financial economics
2
(
1987
),
pp. 195-215
Persistent link: https://www.econbiz.de/10001036403
Saved in:
10
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay
- In:
Journal of financial economics
18
(
1987
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10001020479
Saved in:
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