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Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R. - In: International review of financial analysis 4 (1995) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10001201560
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On the sensitivity of mean-variance-efficient portfolios to changes in asset means : some analytical and computational results
Best, Michael J. - In: The review of financial studies 4 (1991) 2, pp. 315-342
Persistent link: https://www.econbiz.de/10001109997
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Asset pricing theory and tests
Grauer, Robert R. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001706452
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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/10002410659
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Asset pricing theory and tests ; Vol. 1
Grauer, Robert R. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001731476
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Asset pricing theory and tests ; Vol. 2
Grauer, Robert R. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001731477
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Cross-sectional tests of the CAPM and FamaFrench three-factor model
Grauer, Robert R.; Janmaat, Johannus A. - In: Journal of banking & finance 34 (2010) 2, pp. 457-470
Persistent link: https://www.econbiz.de/10003935617
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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. 775-787
Persistent link: https://www.econbiz.de/10003836410
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On the cross-sectional relation between expected returns, betas, and size
Grauer, Robert R. - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 773-789
Persistent link: https://www.econbiz.de/10001367865
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Capital asset pricing compatible with observed market value weights
Best, Michal J.; Grauer, Robert R. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001899996