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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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A half century of returns on levered and unlevered portfolios of stocks, bonds, and bills, with and without small stocks
Grauer, Robert R. - In: The journal of business : B 59 (1986) 2, pp. 287-318
Persistent link: https://www.econbiz.de/10001010462
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Gains from international diversification : 1968 - 85 returns on portfolios of stocks and bonds
Grauer, Robert R. - In: The journal of finance : the journal of the American … 42 (1987) 3, pp. 721-739
Persistent link: https://www.econbiz.de/10001047844
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Industry rotation in the US stock market : 1934 - 1986 ; returns on passive, semi-passive, and active strategies
Grauer, Robert R. - In: Journal of banking & finance 14 (1990) 2, pp. 513-538
Persistent link: https://www.econbiz.de/10001092351
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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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Applying portfolio change and conditional performance measures : the case of industry rotation via dynamic investment model
Grauer, Robert R.; Hakansson, Nils Hemming - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 237-265
Persistent link: https://www.econbiz.de/10001748157