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Portfolio characterization of risk aversion
Werner, Jan - 1992
Persistent link: https://www.econbiz.de/10000845849
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A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu - In: The review of financial studies 18 (2005) 2, pp. 673-705
Persistent link: https://www.econbiz.de/10002882106
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Assessing the impact of short-sale constraints on the gains from international diversification
Wang, Zhenyu; Sarkar, Asani; Li, Kai - 1999
Persistent link: https://www.econbiz.de/10001421813
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The CAPM is alive and well
Jagannathan, Ravi; Wang, Zhenyu - 1993
Persistent link: https://www.econbiz.de/10000881167
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The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi; Wang, Zhenyu - 1995
Persistent link: https://www.econbiz.de/10000933194
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A note on the asymptotic covariance in Fama-MacBeth regression
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 799-801
Persistent link: https://www.econbiz.de/10001238217
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An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
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The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 51 (1996) 1, pp. 3-53
Persistent link: https://www.econbiz.de/10001202204
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The Federal Reserve Banks' imputed cost of equity capital
Green, Edward J. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577821
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Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi; Wang, Zhenyu - 2001
Persistent link: https://www.econbiz.de/10001548712