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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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Capital growth theory
Hakansson, Nils Hemming - In: Finance, (pp. 65-86). 1995
Persistent link: https://www.econbiz.de/10001318023
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Limiting losses may be injurious to your wealth
Grauer, Robert R. - In: Journal of banking & finance 37 (2013) 12, pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
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Do constraints improve portfolio performance?
Grauer, Robert R.; Shen, Frederick C. - In: Journal of banking & finance 24 (2000) 8, pp. 1253-1274
Persistent link: https://www.econbiz.de/10001491416
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Positively weighted minimum-variance portfolios and the structure of asset expected returns
Best, Michael J. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 513-537
Persistent link: https://www.econbiz.de/10001137817
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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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Sensitivity analysis for mean-variance portfolio problems
Best, Michael J. - In: Management science : journal of the Institute for … 37 (1991) 8, pp. 980-989
Persistent link: https://www.econbiz.de/10001113427
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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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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