//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Tests of Mean-Variance Spannin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
47
Language
All
Undetermined
47
Author
All
Zhou, Guofu
32
Kan, Raymond
18
Robotti, Cesare
7
Tu, Jun
5
Zhu, Yingzi
4
Shanken, Jay
3
Wang, Xiaolu
3
Gospodinov, Nikolay
2
Hong, Yongmiao
2
Rapach, David E.
2
Strauss, Jack K.
2
Zhang, Chu
2
Beaglehole, David R.
1
Chen, Nai-Fu
1
Chou, Pin-Huang
1
Dybvig, Philip H.
1
Fabozzi, Frank J.
1
Geweke, John
1
Harvey, Campbell R.
1
He, Jia
1
Heston, Steve
1
Hillier, Grant
1
Huang, Dashan
1
Kong, Aiguo
1
Lamoureux, Christopher G.
1
Li, Wen-Shen
1
Miller, Merton H.
1
Ng, Lilian
1
RAPACH, DAVID E.
1
Rapach, David E
1
STRAUSS, JACK K.
1
Smith, Daniel R.
1
Solnik, Bruno
1
Strauss, Jack
1
Strauss, Jack K
1
ZHOU, GUOFU
1
more ...
less ...
Published in...
All
The review of financial studies
8
The journal of finance : the journal of the American Finance Association
6
Journal of financial economics
5
The journal of portfolio management : a publication of Institutional Investor
4
Financial analysts' journal : FAJ
3
Journal of econometrics
3
Journal of financial and quantitative analysis : JFQA
3
Working paper / National Bureau of Economic Research, Inc
3
Economics letters
2
Journal of empirical finance
2
Annals of operations research
1
Econometric theory
1
Japan and the world economy : international journal of theory and policy
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of business : B
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
more ...
less ...
Source
All
OLC EcoSci
RePEc
303
ECONIS (ZBW)
302
EconStor
18
Other ZBW resources
5
USB Cologne (EcoSocSci)
3
BASE
1
more ...
less ...
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A New Variance Bound on the Stochastic Discount Factor
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 941-962
Persistent link: https://www.econbiz.de/10006010332
Saved in:
2
Optimal Portfolio Choice with Parameter Uncertainty
Kan, Raymond
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
3
,
pp. 621-656
Persistent link: https://www.econbiz.de/10007797519
Saved in:
3
A Critique of the Stochastic Discount Factor Methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10007375442
Saved in:
4
What Will the Likely Range of My Wealth Be?
Kan, Raymond
;
Zhou, Guofu
- In:
Financial analysts' journal : FAJ
65
(
2009
)
4
,
pp. 68-79
Persistent link: https://www.econbiz.de/10008299624
Saved in:
5
Are the Discounts on Closed-End Funds a Sentiment Index?
Chen, Nai-Fu
;
Kan, Raymond
;
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 795-800
Persistent link: https://www.econbiz.de/10006603682
Saved in:
6
Model Comparison Using the Hansen-Jagannathan Distance
Kan, Raymond
;
Robotti, Cesare
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3449-3448
Persistent link: https://www.econbiz.de/10010113832
Saved in:
7
Short and long run causality measures: Theory and inference
Kan, Raymond
;
Wang, Xiaolu
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-59
Persistent link: https://www.econbiz.de/10008350273
Saved in:
8
COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
Hillier, Grant
;
Kan, Raymond
;
Wang, Xiaolu
- In:
Econometric theory
25
(
2009
)
1
,
pp. 211-242
Persistent link: https://www.econbiz.de/10008163715
Saved in:
9
The Distribution of the Sample Minimum-Variance Frontier
Kan, Raymond
;
Smith, Daniel R.
- In:
Management science : journal of the Institute for …
54
(
2008
)
7
,
pp. 1364
Persistent link: https://www.econbiz.de/10008076005
Saved in:
10
PRICING MODEL PERFORMANCE AND THE TWO-PASS CROSS-SECTIONAL REGRESSION METHODOLOGY
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
-
2009
Persistent link: https://www.econbiz.de/10008271533
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->