search query: @author Kandel, S. / total: 15
references: 11-15 / 15
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11.
Tests of asset pricing with time-varying expected risk premiums and market betas.
Journal of Finance
1987 : JUN, VOL. 42:2, p. 201-220
 1987 Ferson, W. E.
Kandel, S.
Stambaugh, R. F.
12.
Mimicking portfolios and exact arbitrage pricing. ( )
Journal of Finance
1987 : MAR, VOL. 42:1, p. 1-9
 1987 Huberman, G.
Kandel, S.
Stambaugh, R. F.
13.
The geometry of the maximum likelihood estimator of the zero-beta return.
Journal of Finance
1986 : JUN, VOL. 41:2, p. 339-346
 1986 Kandel, S.
14.
The likelyhood ratio test statistic of mean-variance efficiency without a riskless asset.
Journal of Financial Economics
1984 : DEC, VOL. 13:4, p. 575-592
 1984 Kandel, S.
15.
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 63-75
 1984 Kandel, S.
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