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Long-run investment theory with application to pension funds
Grauer, Robert R.; Hakansson, Nils H. - In: Geld, Banken und Versicherungen : Beiträge zum ... … (1981), pp. 417-429
Persistent link: https://www.econbiz.de/10002515934
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Interim disclosure and public forecasts : an economic analysis and a fromework for choice
Hakansson, Nils H. - In: The accounting review : a publication of the American … 52 (1977) 2, pp. 396-416
Persistent link: https://www.econbiz.de/10002596041
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A comparison of growth optimal and mean variance investment policies
Grauer, Robert R. - In: Journal of financial and quantitative analysis : JFQA 16 (1981) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10002515898
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Generalized two parameter asset pricing models : some empirical evidence
Grauer, Robert R. - In: Journal of financial economics 6 (1978) 1, pp. 11-32
Persistent link: https://www.econbiz.de/10002515902
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The inference of tastes and beliefs from bond and stock market data
Grauer, Robert R. - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 2, pp. 273-297
Persistent link: https://www.econbiz.de/10002515912
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Investment policy implications of the capital asset pricing model
Grauer, Robert R. - In: The journal of finance : the journal of the American … 36 (1981) 1, pp. 127-141
Persistent link: https://www.econbiz.de/10002515920
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Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
Merton, Robert C.; Samuelson, Paul A.; Hakansson, Nils H. - 1977
Persistent link: https://www.econbiz.de/10002480599
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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
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An alternative test of the capital asset pricing model
Cheng, Pao L.; Grauer, Robert R. - In: The American economic review 70 (1980) 4, pp. 660-671
Persistent link: https://www.econbiz.de/10001993346