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The unintended consequences of grouping in tests of asset pricing models
Grauer, Robert R.; Janmaat, Johannus A. - In: Journal of banking & finance 28 (2004) 12, pp. 2889-2914
Persistent link: https://www.econbiz.de/10005882385
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The impact of bank ownership concentration on impaired loans and capital adequacy
Grauer, Robert R.; Janmaat, Johannus A. - In: Journal of banking & finance 34 (2010) 2, pp. 399-409
Persistent link: https://www.econbiz.de/10008349503
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On the power of cross-sectional and multivariate tests of the CAPM
Grauer, Robert R.; Janmaat, Johannus A. - In: Journal of banking & finance 33 (2009) 5, pp. 775-788
Persistent link: https://www.econbiz.de/10008884995
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Sharing clams: tragedy of an incomplete commons
Janmaat, Johannus A. - In: Journal of environmental economics and management : … 49 (2005) 1, pp. 26-51
Persistent link: https://www.econbiz.de/10006422907
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Fishing in a Shallow Lake: Exploring a Classic Fishery Model in a Habitat with Shallow Lake Dynamics
Janmaat, Johannus A. - In: Environmental & resource economics 51 (2012) 2, pp. 215-240
Persistent link: https://www.econbiz.de/10009821809
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Chasing the Spillovers: Locating Protected Areas in a Trans-Boundary Fishery
Ruijs, Arjan; Janmaat, Johannus A. - In: Land economics : a quarterly journal of planning, … 83 (2007) 1, pp. 6-22
Persistent link: https://www.econbiz.de/10007613449
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Gains From Diversifying Into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model
Grauer, Robert R.; Hakansson, Nils H. - In: Real estate economics : journal of the American Real … 23 (1995) 2, pp. 117-160
Persistent link: https://www.econbiz.de/10006936632
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On the Use of Mean-variance and Quadratic Approximations in Implementing Dynamic Investment Strategies: A Comparison of Returns and Investment Policies
Grauer, Robert R.; Hakansson, Nils H. - In: Management science : journal of the Institute for … 39 (1993) 7, pp. 856-871
Persistent link: https://www.econbiz.de/10006106550
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BENCHMARKING MEASURES OF INVESTMENT PERFORMANCE WITH PERFECT-FORESIGHT AND BANKRUPT ASSET ALLOCATION STRATEGIES
Grauer, Robert R. - In: The journal of portfolio management : a publication of … 34 (2008) 4, pp. 43-57
Persistent link: https://www.econbiz.de/10008088815
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Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model
Grauer, Robert R.; Hakansson, Nils H. - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 237-266
Persistent link: https://www.econbiz.de/10007171185